+2,798.6%
AVGO vs EXR
+215.7%
+2,582.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.7% |
| 7D | +25.0% | -1.2% | +26.2% | +25.4% |
| 30D | +2.0% | +18.3% | -16.3% | -2.9% |
| 3M | -12.3% | +9.1% | -21.3% | -14.6% |
| 6M | -12.8% | +11.7% | -24.6% | -16.2% |
| YTD | +5.9% | +25.7% | -19.8% | -2.4% |
| 1Y | +3.3% | +24.9% | -21.6% | -4.7% |
| 3Y | +293.1% | +51.4% | +241.6% | +229.0% |
| 5Y | +606.7% | -1.9% | +608.7% | +578.9% |
| All | +2,798.6% | +215.7% | +2,582.9% | +1,946.8% |
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 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