+53.9%
F vs EXR
-11.8%
+65.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +5.3% | -2.6% | +7.9% | +6.6% |
| 30D | +4.6% | -7.2% | +11.8% | +8.4% |
| 3M | -3.7% | -3.5% | -0.2% | -2.3% |
| 6M | +16.8% | -5.3% | +22.1% | +19.4% |
| YTD | +15.3% | +9.4% | +5.9% | +9.6% |
| 1Y | +31.0% | +1.3% | +29.7% | +28.9% |
| 3Y | +45.4% | +22.4% | +23.0% | +25.8% |
| All | +53.9% | -11.8% | +65.8% | +50.0% |
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 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