+182.0%
EQNR vs EXR
-10.8%
+192.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +6.4% | -1.2% | +7.6% | +6.6% |
| 30D | +10.4% | -6.2% | +16.6% | +11.2% |
| 3M | +23.1% | -7.4% | +30.5% | +24.2% |
| 6M | +36.3% | -0.5% | +36.8% | +35.7% |
| YTD | +96.0% | +8.1% | +87.9% | +92.2% |
| 1Y | +94.2% | -2.9% | +97.1% | +93.9% |
| 3Y | +75.3% | +22.9% | +52.3% | +66.4% |
| All | +182.0% | -10.8% | +192.9% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling