+1,557.1%
ASML vs EXR
+216.3%
+1,340.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.9% | -0.4% | +5.4% | +5.1% |
| 30D | -9.3% | +18.2% | -27.5% | -13.7% |
| 3M | -19.0% | +7.3% | -26.3% | -20.8% |
| 6M | -5.2% | +13.8% | -19.0% | -9.5% |
| YTD | +40.6% | +25.9% | +14.7% | +30.1% |
| 1Y | +47.5% | +25.8% | +21.7% | +36.3% |
| 3Y | +133.9% | +53.7% | +80.2% | +97.7% |
| 5Y | +83.8% | -1.8% | +85.5% | +76.7% |
| All | +1,557.1% | +216.3% | +1,340.8% | +1,245.2% |
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