+2.1%
ECL vs EXR
+0.3%
+1.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -2.5% | -6.9% | +4.5% | +0.8% |
| 3M | +8.3% | -3.0% | +11.3% | +9.8% |
| 6M | -1.1% | -2.9% | +1.9% | -0.2% |
| YTD | +6.5% | +9.3% | -2.8% | +1.9% |
| 1Y | +2.1% | -0.9% | +3.0% | +1.9% |
| All | +2.1% | +0.3% | +1.8% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling