-15.8%
F vs EXR
-0.3%
-15.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +1.6% | +5.2% | -3.6% | -0.9% |
| 30D | +2.6% | +20.9% | -18.2% | -6.3% |
| 3M | -8.8% | +7.7% | -16.5% | -12.1% |
| 6M | +4.6% | +13.2% | -8.6% | -1.8% |
| YTD | -1.9% | +26.5% | -28.4% | -13.0% |
| 1Y | -0.8% | +27.2% | -28.0% | -12.3% |
| 3Y | +43.5% | +71.5% | -28.1% | +4.4% |
| All | -15.8% | -0.3% | -15.5% | -22.1% |
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