+592.1%
JPM vs EXR
+144.7%
+447.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.0% |
| 7D | -0.4% | -3.1% | +2.6% | +0.4% |
| 30D | -1.4% | -7.5% | +6.1% | +0.5% |
| 3M | +13.9% | -7.5% | +21.5% | +16.0% |
| 6M | +23.5% | -5.2% | +28.7% | +24.8% |
| YTD | +11.6% | +6.5% | +5.1% | +9.4% |
| 1Y | +21.4% | -2.0% | +23.4% | +21.3% |
| 3Y | +163.4% | +21.5% | +141.9% | +142.4% |
| 5Y | +152.5% | -11.5% | +164.0% | +149.6% |
| 10Y | +592.1% | +148.0% | +444.1% | +439.6% |
| All | +592.1% | +144.7% | +447.4% | +439.6% |
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