+152.7%
JPM vs EXR
+53.9%
+98.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +0.4% | +2.7% | -2.2% | 0.0% |
| 30D | +2.7% | +18.9% | -16.2% | -0.4% |
| 3M | -3.8% | +8.4% | -12.2% | -5.3% |
| 6M | +14.3% | +14.3% | 0.0% | +11.4% |
| YTD | +8.2% | +27.2% | -19.0% | +3.4% |
| 1Y | +11.0% | +25.9% | -15.0% | +6.2% |
| 3Y | +152.7% | +54.6% | +98.0% | +129.3% |
| All | +152.7% | +53.9% | +98.8% | +129.3% |
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