+38.3%
GOOG vs EXR
-1.5%
+39.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -2.3% |
| 30D | -3.6% | -6.9% | +3.3% | -3.2% |
| 3M | -6.4% | -7.8% | +1.4% | -5.9% |
| 6M | +7.8% | -4.9% | +12.7% | +6.3% |
| YTD | +5.5% | +7.2% | -1.7% | +7.9% |
| 1Y | +38.3% | -1.5% | +39.8% | +38.1% |
| All | +38.3% | -1.5% | +39.8% | +38.1% |
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