+157.4%
ALL vs EXR
+22.7%
+134.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | -1.5% | -7.2% | +5.7% | -0.4% |
| 3M | +23.6% | -3.5% | +27.1% | +24.4% |
| 6M | +22.3% | -5.3% | +27.6% | +23.3% |
| YTD | +26.5% | +9.4% | +17.2% | +24.8% |
| 1Y | +27.0% | +1.3% | +25.7% | +26.5% |
| All | +157.4% | +22.7% | +134.6% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling