-29.5%
DOW vs EXR
-0.3%
-29.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -9.5% | +5.2% | -14.7% | -11.0% |
| 30D | +13.1% | +20.9% | -7.8% | +6.2% |
| 3M | +4.8% | +7.7% | -2.9% | +2.1% |
| 6M | -16.7% | +13.2% | -29.8% | -20.4% |
| YTD | +38.9% | +26.5% | +12.4% | +26.5% |
| 1Y | +48.3% | +27.2% | +21.1% | +34.9% |
| 3Y | -24.4% | +71.5% | -95.9% | -36.9% |
| All | -29.5% | -0.3% | -29.2% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling