+1,081.9%
ECL vs EXR
+2,662.2%
-1,580.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.6% | -2.6% | 0.0% | -1.8% |
| 30D | -2.2% | -7.2% | +5.0% | +0.2% |
| 3M | +10.1% | -3.5% | +13.6% | +11.3% |
| 6M | -5.7% | -5.3% | -0.4% | -4.2% |
| YTD | +7.0% | +9.4% | -2.4% | +3.7% |
| 1Y | +2.7% | +1.3% | +1.3% | +1.9% |
| 3Y | +57.7% | +22.4% | +35.3% | +44.2% |
| 5Y | +31.1% | -12.2% | +43.4% | +31.7% |
| 10Y | +150.9% | +148.6% | +2.3% | +77.0% |
| All | +1,081.9% | +2,662.2% | -1,580.4% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling