+126.7%
F vs EXR
+2,662.2%
-2,535.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 1Y | +31.0% | +1.3% | +29.7% | +29.0% |
| 3Y | +45.4% | +22.4% | +23.0% | +27.3% |
| 5Y | +54.7% | -12.2% | +66.9% | +56.5% |
| 10Y | +98.2% | +148.6% | -50.3% | +13.4% |
| All | +126.7% | +2,662.2% | -2,535.6% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling