+1,509.2%
JBL vs EXR
+144.7%
+1,364.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | +4.0% | -3.1% | +7.1% | +5.0% |
| 30D | -7.5% | -7.5% | 0.0% | -5.3% |
| 3M | -14.1% | -7.5% | -6.6% | -12.4% |
| 6M | +25.9% | -5.2% | +31.1% | +27.2% |
| YTD | +36.7% | +6.5% | +30.1% | +33.0% |
| 1Y | +49.0% | -2.0% | +51.0% | +48.4% |
| 3Y | +191.8% | +21.5% | +170.2% | +163.6% |
| 5Y | +409.8% | -11.5% | +421.3% | +403.4% |
| 10Y | +1,509.2% | +148.0% | +1,361.2% | +1,071.8% |
| All | +1,509.2% | +144.7% | +1,364.5% | +1,071.8% |
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