-39.8%
BABA vs EXR
-1.8%
-38.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -13.8% | -0.4% | -13.3% | -13.7% |
| 30D | -15.1% | +18.2% | -33.3% | -18.6% |
| 3M | -22.7% | +7.3% | -30.1% | -24.1% |
| 6M | -34.7% | +13.8% | -48.5% | -37.0% |
| YTD | -35.0% | +25.9% | -61.0% | -39.1% |
| 1Y | -40.4% | +25.8% | -66.2% | -44.2% |
| 3Y | +21.9% | +53.7% | -31.8% | +4.7% |
| All | -39.8% | -1.8% | -38.0% | -48.5% |
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