+150.1%
EXE vs EXR
+64.7%
+85.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | -2.2% | +1.7% | -4.0% | -2.6% |
| 30D | -0.3% | +18.0% | -18.4% | -3.6% |
| 3M | -9.3% | +9.7% | -19.0% | -11.1% |
| 6M | -7.2% | +13.4% | -20.7% | -9.8% |
| YTD | -18.9% | +26.3% | -45.2% | -23.4% |
| 1Y | -21.7% | +27.6% | -49.2% | -26.2% |
| 3Y | +21.0% | +52.2% | -31.2% | +4.3% |
| 5Y | +76.0% | -1.1% | +77.0% | +71.4% |
| All | +150.1% | +64.7% | +85.4% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling