+386.9%
EIX vs EXR
+3,094.9%
-2,708.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +1.0% | +5.2% | -4.2% | -0.6% |
| 30D | +9.1% | +20.9% | -11.8% | +2.7% |
| 3M | -10.2% | +7.7% | -17.9% | -12.3% |
| 6M | -11.2% | +13.2% | -24.4% | -14.7% |
| YTD | +4.5% | +26.5% | -22.0% | -3.2% |
| 1Y | +10.9% | +27.2% | -16.3% | +2.5% |
| 3Y | +8.4% | +71.5% | -63.1% | -10.3% |
| 5Y | +18.0% | +0.4% | +17.6% | +13.6% |
| 10Y | +30.3% | +225.2% | -194.9% | -13.0% |
| All | +386.9% | +3,094.9% | -2,708.1% | +61.8% |
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 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