+1,148.2%
JBL vs EXR
+216.3%
+931.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +6.3% | -0.4% | +6.8% | +6.5% |
| 30D | -13.5% | +18.2% | -31.7% | -18.0% |
| 3M | -31.3% | +7.3% | -38.7% | -33.0% |
| 6M | -28.4% | +13.8% | -42.3% | -31.7% |
| YTD | +11.6% | +25.9% | -14.3% | +2.9% |
| 1Y | +26.1% | +25.8% | +0.3% | +16.3% |
| 3Y | +97.4% | +53.7% | +43.6% | +65.2% |
| 5Y | +301.0% | -1.8% | +302.8% | +283.5% |
| All | +1,148.2% | +216.3% | +931.9% | +746.7% |
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 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