+437.7%
D vs EXR
+3,113.6%
-2,675.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +6.9% | +6.8% | +0.1% | +5.1% |
| 30D | +12.3% | +19.6% | -7.3% | +7.1% |
| 3M | +3.0% | +8.0% | -4.9% | +0.9% |
| 6M | +12.8% | +17.2% | -4.4% | +8.0% |
| YTD | +22.6% | +27.2% | -4.7% | +14.7% |
| 1Y | +21.7% | +26.1% | -4.4% | +14.0% |
| 3Y | +83.9% | +70.7% | +13.2% | +57.4% |
| 5Y | +14.0% | +1.0% | +13.0% | +10.1% |
| 10Y | +45.6% | +227.1% | -181.5% | +5.5% |
| All | +437.7% | +3,113.6% | -2,675.9% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling