+291.3%
IR vs EXR
+171.3%
+119.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.8% | -2.6% | -0.3% | -1.9% |
| 30D | -15.1% | -7.2% | -7.9% | -12.9% |
| 3M | +6.1% | -3.5% | +9.6% | +7.3% |
| 6M | -16.8% | -5.3% | -11.5% | -15.3% |
| YTD | -3.5% | +9.4% | -12.9% | -6.4% |
| 1Y | -3.5% | +1.3% | -4.8% | -4.1% |
| 3Y | +9.5% | +22.4% | -12.9% | +0.1% |
| 5Y | +45.1% | -12.2% | +57.3% | +46.4% |
| All | +291.3% | +171.3% | +119.9% | +198.7% |
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