+291.9%
C vs EXR
+148.5%
+143.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.6% | -2.6% | +6.2% | +4.5% |
| 30D | +0.1% | -7.2% | +7.2% | +2.4% |
| 3M | +2.4% | -3.5% | +5.9% | +3.3% |
| 6M | +24.9% | -5.3% | +30.2% | +26.6% |
| YTD | +19.8% | +9.4% | +10.5% | +15.7% |
| 1Y | +44.9% | +1.3% | +43.5% | +42.9% |
| 3Y | +263.0% | +22.4% | +240.6% | +228.6% |
| 5Y | +129.5% | -12.2% | +141.8% | +126.6% |
| All | +291.9% | +148.5% | +143.4% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling