-12.5%
F vs EXR
-1.3%
-11.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +1.0% | +1.7% | -0.8% | +0.1% |
| 30D | +2.1% | +18.0% | -15.9% | -5.7% |
| 3M | -10.3% | +9.7% | -19.9% | -14.2% |
| 6M | +3.3% | +13.4% | -10.2% | -3.2% |
| YTD | -2.0% | +26.3% | -28.3% | -13.0% |
| 1Y | -2.3% | +27.6% | -29.8% | -13.8% |
| 3Y | +49.9% | +52.2% | -2.3% | +16.6% |
| 5Y | -12.5% | -1.1% | -11.4% | -18.6% |
| All | -12.5% | -1.3% | -11.2% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling