-32.5%
EFX vs EXR
-2.8%
-29.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -0.6% |
| 7D | -9.4% | -3.1% | -6.3% | -7.7% |
| 30D | -6.9% | -7.5% | +0.6% | -2.7% |
| 3M | +0.1% | -7.5% | +7.6% | +4.9% |
| 6M | -17.3% | -5.2% | -12.1% | -14.7% |
| YTD | -21.8% | +6.5% | -28.3% | -23.0% |
| 1Y | -32.5% | -2.0% | -30.5% | -30.8% |
| All | -32.5% | -2.8% | -29.7% | -30.8% |
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 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