-28.3%
BABA vs EXR
-0.3%
-27.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.6% | +5.2% | +6.4% | +10.3% |
| 30D | +2.3% | +20.9% | -18.6% | -2.4% |
| 3M | -13.7% | +7.7% | -21.4% | -15.3% |
| 6M | -21.9% | +13.2% | -35.1% | -24.6% |
| YTD | -24.6% | +26.5% | -51.1% | -29.4% |
| 1Y | -34.1% | +27.2% | -61.3% | -38.5% |
| 3Y | +36.3% | +71.5% | -35.3% | +12.8% |
| All | -28.3% | -0.3% | -27.9% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling