-25.6%
EFX vs EXR
+1.1%
-26.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -5.7% |
| 7D | -8.6% | -2.6% | -6.1% | -7.2% |
| 30D | +0.1% | -7.2% | +7.3% | +4.4% |
| 3M | +3.8% | -3.5% | +7.3% | +6.6% |
| 6M | -13.5% | -5.3% | -8.2% | -11.3% |
| YTD | -17.7% | +9.4% | -27.0% | -20.4% |
| 1Y | -25.6% | +1.3% | -26.9% | -25.2% |
| All | -25.6% | +1.1% | -26.7% | -25.2% |
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 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