+5.3%
ES vs EXR
-1.8%
+7.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +7.6% | +18.2% | -10.6% | +1.1% |
| 3M | +0.5% | +7.3% | -6.8% | -2.2% |
| 6M | +7.6% | +13.8% | -6.2% | +2.5% |
| YTD | +10.2% | +25.9% | -15.7% | +1.0% |
| 1Y | +1.8% | +25.8% | -24.0% | -6.7% |
| 3Y | +55.4% | +53.7% | +1.7% | +30.7% |
| All | +5.3% | -1.8% | +7.1% | +1.7% |
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