+75.3%
EQNR vs EXR
+23.2%
+52.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +6.4% | -1.2% | +7.6% | +6.5% |
| 30D | +10.4% | -6.2% | +16.6% | +10.8% |
| 3M | +23.1% | -7.4% | +30.5% | +23.7% |
| 6M | +36.3% | -0.5% | +36.8% | +35.9% |
| YTD | +96.0% | +8.1% | +87.9% | +92.6% |
| 1Y | +94.2% | -2.9% | +97.1% | +94.0% |
| 3Y | +75.3% | +22.9% | +52.3% | +85.9% |
| All | +75.3% | +23.2% | +52.1% | +85.9% |
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