+48.4%
D vs EXR
+217.4%
-169.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | +9.0% | +18.8% | -9.8% | +1.6% |
| 3M | +1.0% | +9.9% | -9.0% | -3.0% |
| 6M | +11.0% | +12.6% | -1.6% | +5.5% |
| YTD | +19.8% | +26.5% | -6.7% | +8.2% |
| 1Y | +16.0% | +24.5% | -8.5% | +5.4% |
| 3Y | +74.4% | +52.4% | +21.9% | +41.9% |
| 5Y | +13.5% | -1.5% | +15.1% | +8.2% |
| 10Y | +48.4% | +216.0% | -167.6% | -14.9% |
| All | +48.4% | +217.4% | -169.1% | -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