+128.8%
GOOG vs EXR
-13.9%
+142.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | -7.7% | -7.5% | -0.1% | -5.7% |
| 3M | -9.3% | -7.5% | -1.8% | -7.6% |
| 6M | +7.4% | -5.2% | +12.6% | +8.6% |
| YTD | +4.9% | +6.5% | -1.7% | +2.5% |
| 1Y | +37.2% | -2.0% | +39.2% | +36.9% |
| 3Y | +141.6% | +21.5% | +120.1% | +114.6% |
| 5Y | +128.8% | -11.5% | +140.3% | +139.7% |
| All | +128.8% | -13.9% | +142.6% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling