+1,323.9%
ASML vs EXR
+223.4%
+1,100.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.2% |
| 7D | -19.0% | +6.8% | -25.9% | -20.6% |
| 30D | -25.9% | +19.6% | -45.5% | -29.8% |
| 3M | -19.1% | +8.0% | -27.0% | -21.0% |
| 6M | -5.7% | +17.2% | -22.9% | -10.7% |
| YTD | +27.6% | +27.2% | +0.4% | +17.7% |
| 1Y | +30.8% | +26.1% | +4.7% | +20.8% |
| 3Y | +116.2% | +70.7% | +45.5% | +76.4% |
| 5Y | +67.7% | +1.0% | +66.7% | +60.2% |
| All | +1,323.9% | +223.4% | +1,100.6% | +1,043.2% |
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