+82.9%
ES vs EXR
+221.5%
-138.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | +1.9% | +5.2% | -3.3% | -0.4% |
| 30D | +7.1% | +20.9% | -13.8% | -1.6% |
| 3M | -1.9% | +7.7% | -9.6% | -5.2% |
| 6M | +4.4% | +13.2% | -8.8% | -1.3% |
| YTD | +7.3% | +26.5% | -19.2% | -3.7% |
| 1Y | +2.1% | +27.2% | -25.1% | -8.7% |
| 3Y | +41.8% | +71.5% | -29.7% | +7.6% |
| 5Y | +1.4% | +0.4% | +1.1% | -4.4% |
| All | +82.9% | +221.5% | -138.6% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling