+151.2%
GE vs EXR
+215.7%
-64.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.3% |
| 7D | +5.1% | -1.2% | +6.3% | +5.5% |
| 30D | +7.6% | +18.3% | -10.7% | +1.9% |
| 3M | -9.3% | +9.1% | -18.4% | -11.9% |
| 6M | +11.5% | +11.7% | -0.2% | +7.3% |
| YTD | +7.9% | +25.7% | -17.8% | +0.1% |
| 1Y | +7.6% | +24.9% | -17.3% | 0.0% |
| 3Y | +265.9% | +51.4% | +214.4% | +210.2% |
| 5Y | +405.9% | -1.9% | +407.9% | +388.5% |
| All | +151.2% | +215.7% | -64.5% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling