-10.2%
AVGO vs EXR
+27.0%
-37.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +9.0% |
| 7D | -0.9% | +2.7% | -3.5% | +0.1% |
| 30D | -11.6% | +18.9% | -30.6% | -6.3% |
| 3M | -25.2% | +8.4% | -33.5% | -23.0% |
| 6M | -25.4% | +14.3% | -39.8% | -22.3% |
| YTD | -7.2% | +27.2% | -34.4% | +2.4% |
| All | -10.2% | +27.0% | -37.2% | -0.9% |
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