+46.1%
ES vs EXR
+70.9%
-24.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.3% |
| 7D | +5.9% | +6.8% | -0.9% | +3.3% |
| 30D | +10.2% | +19.6% | -9.4% | +2.9% |
| 3M | +0.4% | +8.0% | -7.6% | -2.6% |
| 6M | +6.9% | +17.2% | -10.3% | +0.5% |
| YTD | +10.5% | +27.2% | -16.7% | +0.6% |
| 1Y | +3.2% | +26.1% | -22.9% | -5.8% |
| All | +46.1% | +70.9% | -24.8% | +22.4% |
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