+95.9%
JBL vs EXR
+51.9%
+44.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -8.1% | +1.7% | -9.8% | -8.4% |
| 30D | -18.4% | +18.0% | -36.5% | -21.1% |
| 3M | -25.8% | +9.7% | -35.4% | -27.2% |
| 6M | -29.6% | +13.4% | -43.1% | -31.8% |
| YTD | +9.6% | +26.3% | -16.6% | +3.4% |
| 1Y | +14.1% | +27.6% | -13.5% | +7.3% |
| 3Y | +95.9% | +52.2% | +43.7% | +69.3% |
| All | +95.9% | +51.9% | +44.0% | +69.3% |
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 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