+183.8%
EXC vs EXR
+215.3%
-31.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -1.7% | +2.7% | -4.4% | -2.7% |
| 30D | +9.3% | +18.9% | -9.6% | +2.1% |
| 3M | +1.0% | +8.4% | -7.3% | -2.2% |
| 6M | +5.9% | +14.3% | -8.4% | +0.4% |
| YTD | +7.6% | +27.2% | -19.6% | -2.6% |
| 1Y | +2.4% | +25.9% | -23.5% | -7.1% |
| 3Y | +30.2% | +54.6% | -24.4% | +4.3% |
| 5Y | +41.4% | -0.6% | +42.0% | +34.5% |
| 10Y | +183.8% | +208.5% | -24.8% | +59.6% |
| All | +183.8% | +215.3% | -31.5% | +59.6% |
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