+44.5%
F vs EXR
+70.9%
-26.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +1.4% | +6.8% | -5.4% | -1.4% |
| 30D | +2.0% | +19.6% | -17.6% | -5.3% |
| 3M | -10.4% | +8.0% | -18.3% | -13.3% |
| 6M | +9.7% | +17.2% | -7.4% | +2.4% |
| YTD | -1.2% | +27.2% | -28.4% | -11.0% |
| 1Y | 0.0% | +26.1% | -26.0% | -9.7% |
| All | +44.5% | +70.9% | -26.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling