+340.0%
IR vs EXR
+213.4%
+126.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | +9.0% | +18.0% | -9.0% | +2.8% |
| 3M | -0.9% | +9.7% | -10.5% | -4.1% |
| 6M | +13.4% | +13.4% | 0.0% | +8.3% |
| YTD | +8.5% | +26.3% | -17.8% | 0.0% |
| 1Y | +11.3% | +27.6% | -16.3% | +2.3% |
| 3Y | +26.0% | +52.2% | -26.2% | +6.9% |
| 5Y | +47.9% | -1.1% | +48.9% | +42.9% |
| All | +340.0% | +213.4% | +126.6% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling