+186.7%
B vs EXR
+221.5%
-34.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +9.6% | +5.2% | +4.4% | +8.5% |
| 30D | +3.5% | +20.9% | -17.4% | -0.5% |
| 3M | -1.6% | +7.7% | -9.3% | -3.1% |
| 6M | -1.7% | +13.2% | -14.8% | -4.3% |
| YTD | -5.3% | +26.5% | -31.8% | -9.9% |
| 1Y | +27.2% | +27.2% | 0.0% | +20.9% |
| 3Y | +166.1% | +71.5% | +94.6% | +137.7% |
| 5Y | +136.5% | +0.4% | +136.1% | +129.8% |
| All | +186.7% | +221.5% | -34.8% | +125.5% |
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