+746.7%
GOOGL vs EXR
+144.7%
+601.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.6% |
| 7D | -1.9% | -3.1% | +1.2% | -1.1% |
| 30D | -7.5% | -7.5% | +0.1% | -5.6% |
| 3M | -9.2% | -7.5% | -1.7% | -7.5% |
| 6M | +8.1% | -5.2% | +13.3% | +9.3% |
| YTD | +5.8% | +6.5% | -0.7% | +3.7% |
| 1Y | +38.3% | -2.0% | +40.4% | +38.1% |
| 3Y | +144.8% | +21.5% | +123.2% | +122.8% |
| 5Y | +132.5% | -11.5% | +144.1% | +131.6% |
| 10Y | +746.7% | +148.0% | +598.7% | +569.7% |
| All | +746.7% | +144.7% | +601.9% | +569.7% |
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 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