+140.7%
GOOG vs EXR
+21.4%
+119.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.8% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | -7.7% | -7.5% | -0.1% | -6.8% |
| 3M | -9.3% | -7.5% | -1.8% | -8.5% |
| 6M | +7.4% | -5.2% | +12.6% | +7.8% |
| YTD | +4.9% | +6.5% | -1.7% | +4.0% |
| 1Y | +37.2% | -2.0% | +39.2% | +37.2% |
| All | +140.7% | +21.4% | +119.3% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling