+55.5%
AR vs EXR
+217.4%
-162.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +2.1% | -1.1% | +3.2% | +2.4% |
| 30D | +4.5% | +18.8% | -14.3% | -0.3% |
| 3M | +1.0% | +9.9% | -8.9% | -1.7% |
| 6M | +4.4% | +12.6% | -8.2% | +0.6% |
| YTD | +10.9% | +26.5% | -15.6% | +2.6% |
| 1Y | +8.6% | +24.5% | -15.9% | +0.9% |
| 3Y | +48.5% | +52.4% | -3.9% | +26.2% |
| 5Y | +95.7% | -1.5% | +97.3% | +89.0% |
| 10Y | +55.5% | +216.0% | -160.5% | +16.2% |
| All | +55.5% | +217.4% | -162.0% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling