+92.7%
ASML vs EXR
-0.9%
+93.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.5% | -1.1% | +3.7% | +3.0% |
| 30D | -12.2% | +18.8% | -31.0% | -18.0% |
| 3M | -14.6% | +9.9% | -24.5% | -17.9% |
| 6M | -1.7% | +12.6% | -14.4% | -7.2% |
| YTD | +44.3% | +26.5% | +17.8% | +29.4% |
| 1Y | +51.0% | +24.5% | +26.5% | +36.1% |
| 3Y | +137.6% | +52.4% | +85.2% | +82.1% |
| 5Y | +92.7% | -1.5% | +94.3% | +80.8% |
| All | +92.7% | -0.9% | +93.6% | +80.8% |
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