+106.4%
INTC vs EXR
+205.9%
-99.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -4.0% | +1.7% | -5.7% | -4.5% |
| 30D | -44.5% | +18.0% | -62.5% | -47.5% |
| 3M | -40.4% | +9.7% | -50.0% | -42.3% |
| 6M | -53.5% | +13.4% | -66.9% | -55.8% |
| YTD | +57.5% | +26.3% | +31.2% | +44.2% |
| 1Y | +51.2% | +27.6% | +23.6% | +37.8% |
| 3Y | +51.6% | +52.2% | -0.6% | +28.0% |
| 5Y | +23.5% | -1.1% | +24.5% | +18.3% |
| 10Y | +106.4% | +216.8% | -110.4% | +45.6% |
| All | +106.4% | +205.9% | -99.5% | +45.6% |
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