-39.9%
BABA vs EXR
-2.2%
-37.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.4% | -6.9% |
| 7D | -12.7% | -1.2% | -11.5% | -12.4% |
| 30D | -14.9% | +18.3% | -33.2% | -18.4% |
| 3M | -24.6% | +9.1% | -33.7% | -26.3% |
| 6M | -29.3% | +11.7% | -41.1% | -31.5% |
| YTD | -35.0% | +25.7% | -60.7% | -39.1% |
| 1Y | -39.7% | +24.9% | -64.6% | -43.4% |
| 3Y | +21.2% | +51.4% | -30.3% | +4.5% |
| 5Y | -39.9% | -1.9% | -37.9% | -49.5% |
| All | -39.9% | -2.2% | -37.7% | -49.5% |
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