+113.6%
C vs EXR
-1.8%
+115.4%
-40.2%
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% | -0.1% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | +2.0% | +18.2% | -16.2% | -2.5% |
| 3M | -10.1% | +7.3% | -17.5% | -11.9% |
| 6M | +1.0% | +13.8% | -12.8% | -2.8% |
| YTD | +8.5% | +25.9% | -17.5% | +1.2% |
| 1Y | +25.7% | +25.8% | -0.1% | +17.3% |
| 3Y | +216.0% | +53.7% | +162.3% | +172.1% |
| All | +113.6% | -1.8% | +115.4% | +95.9% |
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