+151.7%
EXC vs EXR
+148.5%
+3.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | +0.3% | -2.6% | +2.8% | +1.3% |
| 30D | -3.7% | -7.2% | +3.5% | -0.9% |
| 3M | -1.3% | -3.5% | +2.2% | +0.1% |
| 6M | -9.7% | -5.3% | -4.4% | -8.0% |
| YTD | +2.9% | +9.4% | -6.5% | -1.1% |
| 1Y | +4.4% | +1.3% | +3.1% | +3.0% |
| 3Y | +22.2% | +22.4% | -0.2% | +7.6% |
| 5Y | +46.7% | -12.2% | +58.9% | +45.8% |
| All | +151.7% | +148.5% | +3.2% | +54.5% |
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