+199.0%
B vs EXR
+3,113.6%
-2,914.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +4.3% | +6.8% | -2.5% | +3.2% |
| 30D | -0.9% | +19.6% | -20.5% | -3.8% |
| 3M | -1.4% | +8.0% | -9.3% | -2.6% |
| 6M | +5.0% | +17.2% | -12.1% | +2.2% |
| YTD | -5.8% | +27.2% | -33.1% | -9.6% |
| 1Y | +25.6% | +26.1% | -0.5% | +20.7% |
| 3Y | +161.6% | +70.7% | +90.9% | +138.0% |
| 5Y | +135.2% | +1.0% | +134.3% | +130.0% |
| 10Y | +170.7% | +227.1% | -56.3% | +118.3% |
| All | +199.0% | +3,113.6% | -2,914.6% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling