+854.6%
DE vs EXR
+149.6%
+705.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.3% |
| 30D | +9.7% | -6.9% | +16.6% | +12.2% |
| 3M | +21.4% | -7.8% | +29.2% | +24.4% |
| 6M | +15.0% | -4.9% | +19.9% | +16.6% |
| YTD | +46.4% | +7.2% | +39.3% | +42.9% |
| 1Y | +45.6% | -1.5% | +47.1% | +45.7% |
| 3Y | +76.8% | +22.3% | +54.5% | +62.4% |
| 5Y | +99.4% | -10.9% | +110.3% | +97.4% |
| All | +854.6% | +149.6% | +705.0% | +588.4% |
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