+34.5%
BABA vs EXR
+70.9%
-36.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +8.6% | +6.8% | +1.8% | +7.4% |
| 30D | -1.1% | +19.6% | -20.7% | -4.1% |
| 3M | -15.9% | +8.0% | -23.9% | -17.1% |
| 6M | -17.5% | +17.2% | -34.7% | -20.1% |
| YTD | -25.6% | +27.2% | -52.8% | -29.0% |
| 1Y | -33.8% | +26.1% | -59.9% | -36.8% |
| All | +34.5% | +70.9% | -36.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling