+920.9%
EXPD vs EXR
+2,662.2%
-1,741.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.1% | -2.6% | +1.4% | -0.1% |
| 30D | +4.1% | -7.2% | +11.3% | +7.1% |
| 3M | +17.9% | -3.5% | +21.4% | +19.4% |
| 6M | +29.2% | -5.3% | +34.5% | +31.4% |
| YTD | +27.4% | +9.4% | +18.0% | +22.1% |
| 1Y | +56.8% | +1.3% | +55.5% | +54.5% |
| 3Y | +68.0% | +22.4% | +45.6% | +49.4% |
| 5Y | +61.9% | -12.2% | +74.1% | +60.8% |
| 10Y | +316.0% | +148.6% | +167.4% | +154.7% |
| All | +920.9% | +2,662.2% | -1,741.3% | +103.0% |
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