+8.6%
AR vs EXR
+26.8%
-18.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.6% |
| 7D | +2.1% | -1.1% | +3.2% | +1.7% |
| 30D | +4.5% | +18.8% | -14.3% | +9.4% |
| 3M | +1.0% | +9.9% | -8.9% | +3.5% |
| 6M | +4.4% | +12.6% | -8.2% | +8.2% |
| YTD | +10.9% | +26.5% | -15.6% | +18.0% |
| 1Y | +8.6% | +24.5% | -15.9% | +17.0% |
| All | +8.6% | +26.8% | -18.2% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling