+73.3%
D vs EXR
+69.9%
+3.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +3.0% | +5.2% | -2.2% | +1.1% |
| 30D | +11.5% | +20.9% | -9.4% | +4.2% |
| 3M | +3.7% | +7.7% | -4.0% | +0.9% |
| 6M | +13.5% | +13.2% | +0.4% | +8.5% |
| YTD | +20.7% | +26.5% | -5.8% | +10.8% |
| 1Y | +18.2% | +27.2% | -9.0% | +8.3% |
| 3Y | +73.3% | +71.5% | +1.8% | +44.2% |
| All | +73.3% | +69.9% | +3.4% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling