+222.7%
B vs EXR
+217.4%
+5.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -1.1% | -1.5% | -2.4% |
| 30D | -4.3% | +18.8% | -23.1% | -7.7% |
| 3M | -2.3% | +9.9% | -12.2% | -4.2% |
| 6M | -16.2% | +12.6% | -28.8% | -18.4% |
| YTD | -8.8% | +26.5% | -35.3% | -13.1% |
| 1Y | +11.4% | +24.5% | -13.1% | +6.4% |
| 3Y | +174.3% | +52.4% | +121.9% | +150.9% |
| 5Y | +116.2% | -1.5% | +117.7% | +110.6% |
| 10Y | +222.7% | +216.0% | +6.8% | +164.5% |
| All | +222.7% | +217.4% | +5.3% | +164.5% |
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