-11.4%
F vs EXR
-1.5%
-9.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +1.4% | +6.8% | -5.4% | -1.8% |
| 30D | +2.0% | +19.6% | -17.6% | -6.4% |
| 3M | -10.4% | +8.0% | -18.3% | -13.7% |
| 6M | +9.7% | +17.2% | -7.4% | +1.2% |
| YTD | -1.2% | +27.2% | -28.4% | -12.7% |
| 1Y | 0.0% | +26.1% | -26.0% | -11.3% |
| 3Y | +41.1% | +70.7% | -29.6% | +2.8% |
| 5Y | -11.4% | +1.0% | -12.4% | -18.9% |
| All | -11.4% | -1.5% | -9.9% | -18.9% |
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