+20.8%
ESTC vs EXR
+69.9%
-49.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -11.5% | +5.2% | -16.7% | -12.3% |
| 30D | -7.5% | +20.9% | -28.4% | -10.7% |
| 3M | +23.1% | +7.7% | +15.4% | +21.3% |
| 6M | +75.3% | +13.2% | +62.1% | +71.2% |
| YTD | +14.1% | +26.5% | -12.4% | +7.9% |
| 1Y | -0.6% | +27.2% | -27.8% | -6.2% |
| 3Y | +20.8% | +71.5% | -50.7% | -3.7% |
| All | +20.8% | +69.9% | -49.1% | -3.7% |
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 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