+231.6%
B vs EXR
+2,662.2%
-2,430.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | +9.4% | -7.2% | +16.6% | +10.8% |
| 3M | +5.0% | -3.5% | +8.5% | +5.5% |
| 6M | -3.5% | -5.3% | +1.8% | -2.7% |
| YTD | +4.5% | +9.4% | -4.9% | +2.9% |
| 1Y | +67.8% | +1.3% | +66.5% | +67.1% |
| 3Y | +196.7% | +22.4% | +174.3% | +184.6% |
| 5Y | +151.9% | -12.2% | +164.2% | +152.0% |
| 10Y | +202.2% | +148.6% | +53.6% | +154.4% |
| All | +231.6% | +2,662.2% | -2,430.6% | +79.9% |
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