+46.8%
IR vs EXR
-2.2%
+49.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +4.3% | -1.2% | +5.5% | +4.7% |
| 30D | +8.1% | +18.3% | -10.2% | +1.3% |
| 3M | +0.7% | +9.1% | -8.4% | -2.7% |
| 6M | +16.6% | +11.7% | +4.9% | +11.5% |
| YTD | +7.8% | +25.7% | -17.9% | -1.2% |
| 1Y | +9.9% | +24.9% | -15.0% | +1.0% |
| 3Y | +25.2% | +51.4% | -26.2% | +4.2% |
| 5Y | +46.8% | -1.9% | +48.7% | +44.1% |
| All | +46.8% | -2.2% | +49.0% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling