+137.7%
GOOGL vs EXR
-10.8%
+148.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +1.1% | -0.7% | +1.7% | +1.3% |
| 30D | -4.4% | -6.9% | +2.5% | -2.6% |
| 3M | -6.8% | -3.0% | -3.8% | -6.2% |
| 6M | +13.6% | -2.9% | +16.5% | +14.1% |
| YTD | +8.3% | +9.3% | -1.0% | +5.2% |
| 1Y | +44.9% | -0.9% | +45.9% | +44.2% |
| 3Y | +150.5% | +24.7% | +125.8% | +121.0% |
| 5Y | +137.7% | -11.7% | +149.4% | +146.2% |
| All | +137.7% | -10.8% | +148.5% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling