+164.9%
ASML vs EXR
+22.7%
+142.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +1.1% | -2.6% | +3.7% | +1.7% |
| 30D | +2.2% | -7.2% | +9.4% | +3.9% |
| 3M | -2.3% | -3.5% | +1.2% | -2.1% |
| 6M | +23.0% | -5.3% | +28.3% | +23.5% |
| YTD | +61.1% | +9.4% | +51.7% | +56.1% |
| 1Y | +129.1% | +1.3% | +127.8% | +125.8% |
| All | +164.9% | +22.7% | +142.2% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling