+801.1%
EFX vs EXR
+2,662.2%
-1,861.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.1% | -5.9% |
| 7D | -8.6% | -2.6% | -6.1% | -7.7% |
| 30D | +0.1% | -7.2% | +7.3% | +3.2% |
| 3M | +3.8% | -3.5% | +7.3% | +5.6% |
| 6M | -13.5% | -5.3% | -8.2% | -11.5% |
| YTD | -17.7% | +9.4% | -27.0% | -20.6% |
| 1Y | -25.6% | +1.3% | -26.9% | -26.1% |
| 3Y | -12.1% | +22.4% | -34.5% | -19.3% |
| 5Y | -33.8% | -12.2% | -21.6% | -32.0% |
| 10Y | +45.1% | +148.6% | -103.4% | -0.9% |
| All | +801.1% | +2,662.2% | -1,861.1% | +150.2% |
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 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