+692.8%
GOOGL vs EXR
+216.3%
+476.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -14.9% | +18.2% | -33.1% | -18.7% |
| 3M | -14.6% | +7.3% | -21.9% | -16.2% |
| 6M | -26.4% | +13.8% | -40.3% | -29.2% |
| YTD | -5.3% | +25.9% | -31.3% | -11.4% |
| 1Y | +6.5% | +25.8% | -19.4% | -0.5% |
| 3Y | +126.0% | +53.7% | +72.3% | +92.6% |
| 5Y | +100.8% | -1.8% | +102.6% | +94.4% |
| All | +692.8% | +216.3% | +476.5% | +504.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling