+408.3%
D vs EXR
+2,662.2%
-2,253.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.5% | -2.6% | +4.0% | +2.2% |
| 30D | -2.6% | -7.2% | +4.6% | -0.6% |
| 3M | 0.0% | -3.5% | +3.5% | +0.9% |
| 6M | +7.4% | -5.3% | +12.7% | +8.8% |
| YTD | +15.9% | +9.4% | +6.5% | +12.9% |
| 1Y | +18.1% | +1.3% | +16.8% | +17.2% |
| 3Y | +58.4% | +22.4% | +36.0% | +47.9% |
| 5Y | +5.2% | -12.2% | +17.4% | +5.4% |
| 10Y | +35.9% | +148.6% | -112.7% | +5.0% |
| All | +408.3% | +2,662.2% | -2,253.9% | +134.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling