+11,715.7%
GOOG vs EXR
+3,081.1%
+8,634.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +3.0% | -0.4% | +3.5% | +3.2% |
| 30D | -14.9% | +18.2% | -33.1% | -19.1% |
| 3M | -14.9% | +7.3% | -22.2% | -16.8% |
| 6M | -26.6% | +13.8% | -40.4% | -29.7% |
| YTD | -6.6% | +25.9% | -32.5% | -13.3% |
| 1Y | +5.1% | +25.8% | -20.7% | -2.5% |
| 3Y | +121.0% | +53.7% | +67.2% | +87.7% |
| 5Y | +97.3% | -1.8% | +99.1% | +89.6% |
| 10Y | +683.2% | +214.5% | +468.7% | +412.8% |
| All | +11,715.7% | +3,081.1% | +8,634.7% | +3,908.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling