+4.4%
GOOGL vs EXR
+28.1%
-23.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +3.0% |
| 7D | -11.1% | +11.3% | -22.3% | -11.4% |
| 30D | -16.6% | +21.2% | -37.8% | -18.0% |
| 3M | -23.4% | +8.7% | -32.2% | -23.6% |
| 6M | -24.5% | +18.2% | -42.7% | -25.7% |
| YTD | -7.5% | +27.9% | -35.5% | -6.3% |
| 1Y | +4.4% | +28.3% | -24.0% | +5.9% |
| All | +4.4% | +28.1% | -23.7% | +5.9% |
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