+49.1%
D vs EXR
+216.3%
-167.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | +7.7% | +18.2% | -10.5% | +0.6% |
| 3M | -0.3% | +7.3% | -7.6% | -3.2% |
| 6M | +10.1% | +13.8% | -3.8% | +4.2% |
| YTD | +19.1% | +25.9% | -6.9% | +7.8% |
| 1Y | +15.9% | +25.8% | -9.9% | +4.9% |
| 3Y | +75.0% | +53.7% | +21.3% | +41.9% |
| 5Y | +13.4% | -1.8% | +15.1% | +8.1% |
| All | +49.1% | +216.3% | -167.2% | -14.6% |
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