+270.0%
INTC vs EXR
+144.7%
+125.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.5% |
| 7D | +18.0% | -3.1% | +21.1% | +19.1% |
| 30D | +8.9% | -7.5% | +16.5% | +11.6% |
| 3M | -1.6% | -7.5% | +5.9% | +0.1% |
| 6M | +133.1% | -5.2% | +138.3% | +135.3% |
| YTD | +187.9% | +6.5% | +181.4% | +179.4% |
| 1Y | +334.7% | -2.0% | +336.7% | +332.3% |
| 3Y | +184.2% | +21.5% | +162.6% | +158.6% |
| 5Y | +116.0% | -11.5% | +127.5% | +115.2% |
| 10Y | +270.0% | +148.0% | +122.0% | +177.5% |
| All | +270.0% | +144.7% | +125.2% | +177.5% |
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