+165.5%
B vs EXR
+53.5%
+112.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -3.3% | +18.2% | -21.6% | -8.3% |
| 3M | -7.8% | +7.3% | -15.1% | -9.9% |
| 6M | -15.5% | +13.8% | -29.4% | -19.2% |
| YTD | -12.3% | +25.9% | -38.2% | -18.5% |
| 1Y | +5.4% | +25.8% | -20.4% | -2.2% |
| 3Y | +165.5% | +53.7% | +111.8% | +123.1% |
| All | +165.5% | +53.5% | +112.0% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling