+27.6%
IR vs EXR
+69.9%
-42.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +3.7% | +5.2% | -1.5% | +1.8% |
| 30D | +7.4% | +20.9% | -13.4% | +0.4% |
| 3M | -5.9% | +7.7% | -13.6% | -8.5% |
| 6M | +5.6% | +13.2% | -7.6% | +0.9% |
| YTD | +4.8% | +26.5% | -21.6% | -3.1% |
| 1Y | +6.9% | +27.2% | -20.3% | -1.3% |
| 3Y | +27.6% | +71.5% | -44.0% | +17.3% |
| All | +27.6% | +69.9% | -42.3% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling