+48.3%
D vs EXR
+205.9%
-157.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | +2.4% | +1.7% | +0.6% | +1.7% |
| 30D | +10.9% | +18.0% | -7.1% | +3.6% |
| 3M | +2.8% | +9.7% | -6.8% | -1.0% |
| 6M | +12.7% | +13.4% | -0.7% | +6.8% |
| YTD | +20.3% | +26.3% | -6.0% | +8.8% |
| 1Y | +17.1% | +27.6% | -10.4% | +5.4% |
| 3Y | +75.1% | +52.2% | +23.0% | +42.7% |
| 5Y | +13.1% | -1.1% | +14.2% | +7.5% |
| 10Y | +48.3% | +216.8% | -168.6% | -14.9% |
| All | +48.3% | +205.9% | -157.6% | -14.9% |
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