+337.1%
IR vs EXR
+211.9%
+125.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +4.2% | -1.2% | +5.4% | +4.7% |
| 30D | +8.1% | +18.3% | -10.2% | +1.8% |
| 3M | +0.7% | +9.1% | -8.4% | -2.4% |
| 6M | +16.6% | +11.7% | +4.8% | +12.0% |
| YTD | +7.8% | +25.7% | -17.9% | -0.5% |
| 1Y | +9.9% | +24.9% | -15.0% | +1.7% |
| 3Y | +25.2% | +51.4% | -26.3% | +6.4% |
| 5Y | +46.8% | -1.9% | +48.7% | +42.3% |
| All | +337.1% | +211.9% | +125.2% | +217.5% |
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