+72.2%
EQX vs EXR
-10.8%
+83.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | +7.8% | -6.2% | +14.0% | +9.8% |
| 3M | +21.3% | -7.4% | +28.7% | +23.7% |
| 6M | -22.4% | -0.5% | -21.9% | -22.6% |
| YTD | -11.3% | +8.1% | -19.4% | -13.8% |
| 1Y | +13.5% | -2.9% | +16.4% | +13.6% |
| 3Y | +162.1% | +22.9% | +139.2% | +137.4% |
| All | +72.2% | -10.8% | +83.1% | +72.2% |
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 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