+1,176.2%
JBL vs EXR
+215.7%
+960.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +10.0% | -1.2% | +11.2% | +10.4% |
| 30D | -18.2% | +18.3% | -36.5% | -22.5% |
| 3M | -29.0% | +9.1% | -38.1% | -31.0% |
| 6M | -25.9% | +11.7% | -37.6% | -28.9% |
| YTD | +14.1% | +25.7% | -11.6% | +5.3% |
| 1Y | +21.7% | +24.9% | -3.3% | +12.5% |
| 3Y | +103.8% | +51.4% | +52.4% | +71.5% |
| 5Y | +310.0% | -1.9% | +311.9% | +292.3% |
| All | +1,176.2% | +215.7% | +960.5% | +766.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling