+116.2%
B vs EXR
-0.9%
+117.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -1.1% | -1.5% | -2.3% |
| 30D | -4.3% | +18.8% | -23.1% | -8.8% |
| 3M | -2.3% | +9.9% | -12.2% | -4.9% |
| 6M | -16.2% | +12.6% | -28.8% | -19.1% |
| YTD | -8.8% | +26.5% | -35.3% | -14.7% |
| 1Y | +11.4% | +24.5% | -13.1% | +4.6% |
| 3Y | +174.3% | +52.4% | +121.9% | +140.7% |
| 5Y | +116.2% | -1.5% | +117.7% | +112.3% |
| All | +116.2% | -0.9% | +117.1% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling