+193.4%
B vs EXR
+147.0%
+46.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +1.4% | -6.9% | +8.3% | +2.9% |
| 3M | +12.2% | -3.0% | +15.2% | +12.7% |
| 6M | -2.1% | -2.9% | +0.8% | -1.6% |
| YTD | +2.9% | +9.3% | -6.3% | +1.1% |
| 1Y | +55.3% | -0.9% | +56.2% | +55.1% |
| 3Y | +198.7% | +24.7% | +174.0% | +184.0% |
| 5Y | +153.8% | -11.7% | +165.5% | +153.4% |
| 10Y | +193.4% | +148.4% | +45.0% | +159.1% |
| All | +193.4% | +147.0% | +46.4% | +159.1% |
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