-25.6%
COMP vs EXR
-1.5%
-24.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.6% | -7.7% |
| 7D | -1.8% | +6.8% | -8.6% | -7.2% |
| 30D | -0.8% | +19.6% | -20.3% | -15.0% |
| 3M | -28.1% | +8.0% | -36.1% | -32.5% |
| 6M | +27.0% | +17.2% | +9.8% | +10.5% |
| YTD | -12.8% | +27.2% | -40.0% | -29.8% |
| 1Y | +4.9% | +26.1% | -21.2% | -15.3% |
| 3Y | +321.0% | +70.7% | +250.3% | +137.9% |
| 5Y | -25.6% | +1.0% | -26.5% | -35.8% |
| All | -25.6% | -1.5% | -24.0% | -35.8% |
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 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