+5.6%
IR vs EXR
+14.7%
-9.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +3.7% | +5.2% | -1.5% | +1.2% |
| 30D | +7.4% | +20.9% | -13.4% | -1.5% |
| 3M | -5.9% | +7.7% | -13.6% | -8.6% |
| 6M | +5.6% | +13.2% | -7.6% | -0.8% |
| All | +5.6% | +14.7% | -9.2% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling