-24.4%
DOW vs EXR
+69.9%
-94.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -9.5% | +5.2% | -14.7% | -11.2% |
| 30D | +13.1% | +20.9% | -7.8% | +5.3% |
| 3M | +4.8% | +7.7% | -2.9% | +1.8% |
| 6M | -16.7% | +13.2% | -29.8% | -20.9% |
| YTD | +38.9% | +26.5% | +12.4% | +24.0% |
| 1Y | +48.3% | +27.2% | +21.1% | +32.1% |
| 3Y | -24.4% | +71.5% | -95.9% | -36.4% |
| All | -24.4% | +69.9% | -94.3% | -36.4% |
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 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