+94.2%
EQNR vs EXR
-0.7%
+94.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.5% |
| 7D | +6.4% | -1.2% | +7.6% | +6.2% |
| 30D | +10.4% | -6.2% | +16.6% | +8.8% |
| 3M | +23.1% | -7.4% | +30.5% | +21.1% |
| 6M | +36.3% | -0.5% | +36.8% | +37.5% |
| YTD | +96.0% | +8.1% | +87.9% | +95.6% |
| 1Y | +94.2% | -2.9% | +97.1% | +92.7% |
| All | +94.2% | -0.7% | +94.9% | +92.7% |
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