+3.6%
GOOG vs EXR
+28.1%
-24.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +3.1% |
| 7D | -10.7% | +11.3% | -22.0% | -11.0% |
| 30D | -16.4% | +21.2% | -37.6% | -17.6% |
| 3M | -23.4% | +8.7% | -32.1% | -23.5% |
| 6M | -24.2% | +18.2% | -42.4% | -25.3% |
| YTD | -8.3% | +27.9% | -36.2% | -6.9% |
| 1Y | +3.6% | +28.3% | -24.7% | +5.3% |
| All | +3.6% | +28.1% | -24.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling