-46.5%
COMP vs EXR
+49.6%
-96.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.2% |
| 7D | +14.5% | +2.7% | +11.9% | +12.2% |
| 30D | +14.9% | +18.9% | -4.0% | -0.4% |
| 3M | -14.2% | +8.4% | -22.6% | -19.5% |
| 6M | +23.7% | +14.3% | +9.4% | +10.1% |
| YTD | +2.1% | +27.2% | -25.2% | -16.9% |
| 1Y | +26.2% | +25.9% | +0.3% | +3.2% |
| 3Y | +470.9% | +54.6% | +416.3% | +272.7% |
| 5Y | -14.0% | -0.6% | -13.4% | -20.1% |
| All | -46.5% | +49.6% | -96.0% | -53.2% |
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 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