+17.1%
BABA vs EXR
+221.5%
-204.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.6% | +5.2% | +6.4% | +10.6% |
| 30D | +2.3% | +20.9% | -18.6% | -1.3% |
| 3M | -13.7% | +7.7% | -21.4% | -14.9% |
| 6M | -21.9% | +13.2% | -35.1% | -23.9% |
| YTD | -24.6% | +26.5% | -51.1% | -28.2% |
| 1Y | -34.1% | +27.2% | -61.3% | -37.3% |
| 3Y | +36.3% | +71.5% | -35.3% | +20.7% |
| 5Y | -26.7% | +0.4% | -27.1% | -29.5% |
| All | +17.1% | +221.5% | -204.4% | +1.3% |
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 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