-30.1%
BABA vs EXR
-0.5%
-29.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | +3.8% | +2.7% | +1.1% | +3.1% |
| 30D | -5.4% | +18.9% | -24.3% | -9.4% |
| 3M | -17.9% | +8.4% | -26.3% | -19.6% |
| 6M | -24.1% | +14.3% | -38.4% | -26.9% |
| YTD | -27.4% | +27.2% | -54.7% | -32.2% |
| 1Y | -36.1% | +25.9% | -62.0% | -40.1% |
| 3Y | +35.4% | +54.6% | -19.3% | +16.0% |
| 5Y | -30.1% | -0.6% | -29.5% | -41.7% |
| All | -30.1% | -0.5% | -29.6% | -41.7% |
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 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