+2,856.4%
AVGO vs EXR
+144.7%
+2,711.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | -0.8% | -3.1% | +2.3% | +0.1% |
| 30D | -13.7% | -7.5% | -6.2% | -11.8% |
| 3M | -6.9% | -7.5% | +0.6% | -5.3% |
| 6M | +5.8% | -5.2% | +11.0% | +6.5% |
| YTD | +5.7% | +6.5% | -0.8% | +2.4% |
| 1Y | +9.0% | -2.0% | +11.0% | +8.0% |
| 3Y | +340.5% | +21.5% | +319.0% | +294.9% |
| 5Y | +711.1% | -11.5% | +722.6% | +702.1% |
| 10Y | +2,856.4% | +148.0% | +2,708.4% | +2,095.8% |
| All | +2,856.4% | +144.7% | +2,711.7% | +2,095.8% |
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