+10.3%
AVGO vs EXR
-0.3%
+10.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.5% |
| 30D | -13.8% | -6.9% | -6.9% | -15.3% |
| 3M | -6.9% | -3.0% | -3.9% | -7.8% |
| 6M | +11.9% | -2.9% | +14.9% | +9.0% |
| YTD | +6.9% | +9.3% | -2.4% | +7.5% |
| All | +10.3% | -0.3% | +10.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling