+108.6%
ASML vs EXR
-11.8%
+120.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | +1.1% | -2.6% | +3.7% | +2.1% |
| 30D | +2.2% | -7.2% | +9.4% | +5.2% |
| 3M | -2.3% | -3.5% | +1.2% | -1.7% |
| 6M | +23.0% | -5.3% | +28.3% | +24.7% |
| YTD | +61.1% | +9.4% | +51.7% | +53.4% |
| 1Y | +129.1% | +1.3% | +127.8% | +124.3% |
| 3Y | +165.4% | +22.4% | +142.9% | +125.5% |
| All | +108.6% | -11.8% | +120.4% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling