+22.3%
BABA vs EXR
+384.9%
-362.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | +8.6% | +6.8% | +1.8% | +7.2% |
| 30D | -1.1% | +19.6% | -20.7% | -4.4% |
| 3M | -15.9% | +8.0% | -23.9% | -17.2% |
| 6M | -17.5% | +17.2% | -34.7% | -20.2% |
| YTD | -25.6% | +27.2% | -52.8% | -29.2% |
| 1Y | -33.8% | +26.1% | -59.9% | -37.0% |
| 3Y | +34.6% | +70.7% | -36.1% | +19.1% |
| 5Y | -27.7% | +1.0% | -28.6% | -30.4% |
| 10Y | +17.7% | +227.1% | -209.4% | -7.7% |
| All | +22.3% | +384.9% | -362.6% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling