+15.7%
BABA vs EXR
+205.9%
-190.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | +2.4% | +1.7% | +0.6% | +2.0% |
| 30D | -7.8% | +18.0% | -25.8% | -10.6% |
| 3M | -22.4% | +9.7% | -32.0% | -23.7% |
| 6M | -26.0% | +13.4% | -39.4% | -27.9% |
| YTD | -29.3% | +26.3% | -55.6% | -32.6% |
| 1Y | -37.5% | +27.6% | -65.1% | -40.6% |
| 3Y | +31.9% | +52.2% | -20.3% | +19.7% |
| 5Y | -33.4% | -1.1% | -32.4% | -35.9% |
| 10Y | +15.7% | +216.8% | -201.1% | +1.7% |
| All | +15.7% | +205.9% | -190.2% | +1.7% |
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