+197.7%
EXC vs EXR
+205.9%
-8.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +0.1% | +1.7% | -1.7% | -0.6% |
| 30D | +9.0% | +18.0% | -9.0% | +2.2% |
| 3M | +3.3% | +9.7% | -6.4% | -0.4% |
| 6M | +5.7% | +13.4% | -7.8% | +0.5% |
| YTD | +7.3% | +26.3% | -18.9% | -2.5% |
| 1Y | +2.9% | +27.6% | -24.6% | -7.0% |
| 3Y | +29.3% | +52.2% | -22.9% | +4.4% |
| 5Y | +40.1% | -1.1% | +41.1% | +33.5% |
| 10Y | +197.7% | +216.8% | -19.2% | +70.3% |
| All | +197.7% | +205.9% | -8.2% | +70.3% |
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