+4.7%
EFX vs EXR
+53.9%
-49.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -2.2% | +2.7% | -4.9% | -3.8% |
| 30D | +29.2% | +18.9% | +10.2% | +16.3% |
| 3M | +3.5% | +8.4% | -4.9% | -1.5% |
| 6M | +7.8% | +14.3% | -6.5% | -0.5% |
| YTD | -12.4% | +27.2% | -39.7% | -24.5% |
| 1Y | -8.2% | +25.9% | -34.2% | -20.5% |
| 3Y | +4.7% | +54.6% | -49.9% | -20.4% |
| All | +4.7% | +53.9% | -49.2% | -20.4% |
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