+18.9%
COMP vs EXR
+1.1%
+17.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.4% |
| 7D | +1.4% | -2.6% | +3.9% | +3.3% |
| 30D | -13.3% | -7.2% | -6.1% | -8.6% |
| 3M | +41.1% | -3.5% | +44.6% | +43.9% |
| 6M | +17.2% | -5.3% | +22.5% | +16.9% |
| YTD | +5.2% | +9.4% | -4.1% | -1.3% |
| 1Y | +18.9% | +1.3% | +17.6% | +16.3% |
| All | +18.9% | +1.1% | +17.8% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling