-49.3%
COMP vs EXR
+48.7%
-98.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.3% | +11.2% |
| 7D | +13.4% | +5.2% | +8.2% | +8.9% |
| 30D | +11.1% | +20.9% | -9.8% | -5.0% |
| 3M | -18.8% | +7.7% | -26.5% | -23.5% |
| 6M | +10.5% | +13.2% | -2.7% | -0.9% |
| YTD | -3.4% | +26.5% | -29.9% | -21.0% |
| 1Y | +19.7% | +27.2% | -7.5% | -3.0% |
| 3Y | +381.6% | +71.5% | +310.1% | +183.8% |
| 5Y | -17.6% | +0.4% | -18.0% | -23.2% |
| All | -49.3% | +48.7% | -98.0% | -55.5% |
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