+75.4%
ECL vs EXR
+53.2%
+22.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | +6.6% | +18.3% | -11.7% | +1.1% |
| 3M | +9.6% | +9.1% | +0.6% | +6.6% |
| 6M | +21.6% | +11.7% | +9.8% | +17.3% |
| YTD | +16.9% | +25.7% | -8.8% | +9.0% |
| 1Y | +17.9% | +24.9% | -7.0% | +10.1% |
| All | +75.4% | +53.2% | +22.2% | +58.6% |
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