+245.4%
EQX vs EXR
+104.8%
+140.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | +9.4% | -6.9% | +16.3% | +11.0% |
| 3M | +16.8% | -3.0% | +19.8% | +17.2% |
| 6M | -23.7% | -2.9% | -20.7% | -23.4% |
| YTD | -9.6% | +9.3% | -18.9% | -11.5% |
| 1Y | +29.1% | -0.9% | +30.1% | +28.8% |
| 3Y | +175.3% | +24.7% | +150.6% | +159.1% |
| 5Y | +77.3% | -11.7% | +89.0% | +77.3% |
| All | +245.4% | +104.8% | +140.5% | +186.3% |
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