+268.3%
GE vs EXR
+2,662.2%
-2,393.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -1.6% | -2.6% | +1.0% | -0.5% |
| 30D | -11.6% | -7.2% | -4.4% | -8.8% |
| 3M | +3.0% | -3.5% | +6.5% | +4.2% |
| 6M | -0.5% | -5.3% | +4.8% | +1.6% |
| YTD | +9.7% | +9.4% | +0.4% | +5.4% |
| 1Y | +20.0% | +1.3% | +18.7% | +18.5% |
| 3Y | +275.8% | +22.4% | +253.4% | +230.8% |
| 5Y | +429.1% | -12.2% | +441.3% | +420.0% |
| 10Y | +151.2% | +148.6% | +2.6% | +46.5% |
| All | +268.3% | +2,662.2% | -2,393.9% | -36.6% |
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