+216.9%
B vs EXR
+215.7%
+1.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -6.2% | -1.2% | -5.0% | -5.9% |
| 30D | -6.6% | +18.3% | -24.9% | -9.8% |
| 3M | -7.9% | +9.1% | -16.9% | -9.5% |
| 6M | -16.8% | +11.7% | -28.6% | -18.8% |
| YTD | -11.7% | +25.7% | -37.4% | -15.7% |
| 1Y | +3.5% | +24.9% | -21.4% | -1.2% |
| 3Y | +165.7% | +51.4% | +114.3% | +143.3% |
| 5Y | +108.4% | -1.9% | +110.3% | +103.2% |
| All | +216.9% | +215.7% | +1.2% | +159.6% |
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