+77.8%
ECL vs EXR
+69.9%
+7.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.8% | +5.2% | -6.0% | -2.3% |
| 30D | +8.1% | +20.9% | -12.8% | +2.1% |
| 3M | +6.4% | +7.7% | -1.3% | +3.9% |
| 6M | +14.8% | +13.2% | +1.6% | +10.4% |
| YTD | +15.5% | +26.5% | -11.0% | +7.7% |
| 1Y | +20.1% | +27.2% | -7.1% | +11.8% |
| 3Y | +77.8% | +71.5% | +6.2% | +58.8% |
| All | +77.8% | +69.9% | +7.9% | +58.8% |
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