-4.9%
IR vs EXR
+0.4%
-5.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.0% |
| 7D | -2.8% | -2.6% | -0.3% | -1.3% |
| 30D | -15.1% | -7.2% | -7.9% | -11.3% |
| 3M | +6.1% | -3.5% | +9.6% | +8.0% |
| 6M | -16.8% | -5.3% | -11.5% | -15.1% |
| YTD | -3.5% | +9.4% | -12.9% | -8.0% |
| All | -4.9% | +0.4% | -5.3% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling