+111.9%
INTC vs EXR
+216.3%
-104.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | -39.2% | +18.2% | -57.4% | -42.5% |
| 3M | -42.9% | +7.3% | -50.3% | -44.4% |
| 6M | -50.4% | +13.8% | -64.2% | -52.9% |
| YTD | +61.7% | +25.9% | +35.7% | +48.2% |
| 1Y | +66.1% | +25.8% | +40.3% | +52.2% |
| 3Y | +58.1% | +53.7% | +4.4% | +33.1% |
| 5Y | +27.9% | -1.8% | +29.6% | +22.7% |
| All | +111.9% | +216.3% | -104.4% | +50.5% |
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