+72.9%
DVA vs EXR
-0.9%
+73.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -4.8% | -1.1% | -3.6% | -4.5% |
| 30D | +0.9% | +18.8% | -17.8% | -3.1% |
| 3M | +2.9% | +9.9% | -7.0% | +0.5% |
| 6M | -7.8% | +12.6% | -20.4% | -10.5% |
| YTD | +61.5% | +26.5% | +35.0% | +52.7% |
| 1Y | +50.1% | +24.5% | +25.6% | +42.3% |
| 3Y | +121.1% | +52.4% | +68.7% | +103.1% |
| 5Y | +72.9% | -1.5% | +74.4% | +62.2% |
| All | +72.9% | -0.9% | +73.8% | +62.2% |
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