+67.2%
F vs EXR
+215.7%
-148.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.6% |
| 7D | -3.9% | -1.2% | -2.7% | -3.4% |
| 30D | -0.5% | +18.3% | -18.7% | -7.5% |
| 3M | -12.9% | +9.1% | -22.0% | -16.1% |
| 6M | +1.5% | +11.7% | -10.2% | -3.5% |
| YTD | -5.0% | +25.7% | -30.7% | -14.4% |
| 1Y | -7.3% | +24.9% | -32.3% | -16.3% |
| 3Y | +45.3% | +51.4% | -6.2% | +18.1% |
| 5Y | -15.8% | -1.9% | -13.8% | -18.8% |
| All | +67.2% | +215.7% | -148.5% | +13.4% |
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