+68.2%
DD vs EXR
+147.0%
-78.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -7.4% | -6.9% | -0.5% | -5.3% |
| 3M | -6.4% | -3.0% | -3.5% | -5.7% |
| 6M | -2.5% | -2.9% | +0.5% | -1.9% |
| YTD | +10.2% | +9.3% | +1.0% | +6.8% |
| 1Y | +36.9% | -0.9% | +37.9% | +36.6% |
| 3Y | +47.0% | +24.7% | +22.3% | +35.4% |
| 5Y | +63.1% | -11.7% | +74.8% | +63.0% |
| 10Y | +68.2% | +148.4% | -80.2% | +35.0% |
| All | +68.2% | +147.0% | -78.8% | +35.0% |
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