+854.1%
ALL vs EXR
+2,662.2%
-1,808.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | 0.0% | -2.6% | +2.6% | +1.1% |
| 30D | -1.5% | -7.2% | +5.7% | +1.7% |
| 3M | +23.6% | -3.5% | +27.1% | +25.5% |
| 6M | +22.3% | -5.3% | +27.6% | +24.7% |
| YTD | +26.5% | +9.4% | +17.2% | +20.8% |
| 1Y | +27.0% | +1.3% | +25.7% | +24.9% |
| 3Y | +149.6% | +22.4% | +127.2% | +116.7% |
| 5Y | +118.1% | -12.2% | +130.3% | +111.3% |
| 10Y | +369.0% | +148.6% | +220.4% | +158.1% |
| All | +854.1% | +2,662.2% | -1,808.1% | +33.9% |
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