+1,439.4%
IT vs EXR
+2,662.2%
-1,222.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.1% |
| 7D | -6.0% | -2.6% | -3.5% | -5.0% |
| 30D | 0.0% | -7.2% | +7.2% | +3.1% |
| 3M | +13.1% | -3.5% | +16.6% | +15.1% |
| 6M | +11.7% | -5.3% | +17.0% | +14.0% |
| YTD | -26.1% | +9.4% | -35.5% | -29.2% |
| 1Y | -21.3% | +1.3% | -22.6% | -22.4% |
| 3Y | -46.7% | +22.4% | -69.2% | -52.8% |
| 5Y | -40.5% | -12.2% | -28.3% | -40.6% |
| 10Y | +103.9% | +148.6% | -44.7% | +26.9% |
| All | +1,439.4% | +2,662.2% | -1,222.8% | +219.7% |
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