+880.3%
ALL vs EXR
+3,075.0%
-2,194.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.5% |
| 30D | +12.8% | +18.3% | -5.5% | +5.0% |
| 3M | +4.7% | +9.1% | -4.4% | +0.8% |
| 6M | +24.9% | +11.7% | +13.2% | +18.9% |
| YTD | +30.0% | +25.7% | +4.3% | +16.9% |
| 1Y | +29.9% | +24.9% | +5.0% | +17.2% |
| 3Y | +117.5% | +51.4% | +66.1% | +73.2% |
| 5Y | +161.7% | -1.9% | +163.6% | +142.7% |
| 10Y | +377.1% | +214.0% | +163.1% | +137.1% |
| All | +880.3% | +3,075.0% | -2,194.7% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling