+192.7%
JBL vs EXR
+23.6%
+169.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +4.4% | -0.7% | +5.1% | +4.6% |
| 30D | -8.4% | -6.9% | -1.5% | -7.0% |
| 3M | -14.2% | -3.0% | -11.2% | -14.1% |
| 6M | +29.6% | -2.9% | +32.6% | +29.5% |
| YTD | +37.1% | +9.3% | +27.8% | +33.1% |
| 1Y | +49.5% | -0.9% | +50.4% | +48.2% |
| 3Y | +192.7% | +24.7% | +168.0% | +179.4% |
| All | +192.7% | +23.6% | +169.1% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling