+13,444.1%
GOOG vs EXR
+2,662.2%
+10,781.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.1% | -2.6% | +0.4% | -1.4% |
| 30D | -6.8% | -7.2% | +0.4% | -4.8% |
| 3M | -9.1% | -3.5% | -5.6% | -8.3% |
| 6M | +10.7% | -5.3% | +16.0% | +12.2% |
| YTD | +7.1% | +9.4% | -2.3% | +3.8% |
| 1Y | +44.6% | +1.3% | +43.3% | +42.8% |
| 3Y | +147.4% | +22.4% | +125.0% | +124.9% |
| 5Y | +133.8% | -12.2% | +146.0% | +132.3% |
| 10Y | +777.5% | +148.6% | +628.9% | +516.1% |
| All | +13,444.1% | +2,662.2% | +10,781.9% | +4,699.1% |
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 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