+3.6%
ES vs EXR
-0.3%
+4.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | +1.9% | +5.2% | -3.3% | 0.0% |
| 30D | +7.1% | +20.9% | -13.8% | -0.2% |
| 3M | -1.9% | +7.7% | -9.6% | -4.7% |
| 6M | +4.4% | +13.2% | -8.8% | -0.4% |
| YTD | +7.3% | +26.5% | -19.2% | -1.9% |
| 1Y | +2.1% | +27.2% | -25.1% | -6.8% |
| 3Y | +41.8% | +71.5% | -29.7% | +14.7% |
| All | +3.6% | -0.3% | +4.0% | -0.2% |
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