-56.0%
C vs EXR
+3,113.6%
-3,169.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.5% | -4.7% |
| 7D | -5.3% | +6.8% | -12.1% | -9.3% |
| 30D | -7.3% | +19.6% | -26.9% | -17.5% |
| 3M | -13.5% | +8.0% | -21.4% | -17.9% |
| 6M | -6.5% | +17.2% | -23.6% | -16.5% |
| YTD | +3.6% | +27.2% | -23.6% | -13.0% |
| 1Y | +18.9% | +26.1% | -7.2% | +0.2% |
| 3Y | +205.0% | +70.7% | +134.3% | +96.6% |
| 5Y | +109.4% | +1.0% | +108.4% | +80.1% |
| 10Y | +232.9% | +227.1% | +5.8% | +6.7% |
| All | -56.0% | +3,113.6% | -3,169.6% | -97.8% |
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