+151.5%
GE vs EXR
+147.0%
+4.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.2% | -0.7% | +1.8% | +1.4% |
| 30D | -9.5% | -6.9% | -2.6% | -7.4% |
| 3M | +4.1% | -3.0% | +7.1% | +4.8% |
| 6M | +3.9% | -2.9% | +6.9% | +4.7% |
| YTD | +9.0% | +9.3% | -0.3% | +5.9% |
| 1Y | +21.9% | -0.9% | +22.9% | +21.7% |
| 3Y | +281.8% | +24.7% | +257.1% | +244.9% |
| 5Y | +436.7% | -11.7% | +448.4% | +434.0% |
| 10Y | +151.5% | +148.4% | +3.2% | +77.3% |
| All | +151.5% | +147.0% | +4.5% | +77.3% |
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