+780.7%
GOOG vs EXR
+151.8%
+628.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -2.0% | -6.2% | +4.3% | -0.3% |
| 3M | -5.9% | -7.4% | +1.5% | -4.1% |
| 6M | +8.9% | -0.5% | +9.4% | +8.8% |
| YTD | +7.1% | +8.1% | -1.0% | +4.5% |
| 1Y | +39.7% | -2.9% | +42.6% | +39.7% |
| 3Y | +145.8% | +22.9% | +122.9% | +123.5% |
| 5Y | +138.6% | -10.2% | +148.8% | +136.7% |
| All | +780.7% | +151.8% | +628.9% | +600.2% |
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