+130.8%
JPM vs EXR
-0.5%
+131.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +0.4% | +2.7% | -2.2% | -0.1% |
| 30D | +2.7% | +18.9% | -16.2% | -1.1% |
| 3M | -3.8% | +8.4% | -12.2% | -5.6% |
| 6M | +14.3% | +14.3% | 0.0% | +10.8% |
| YTD | +8.2% | +27.2% | -19.0% | +2.3% |
| 1Y | +11.0% | +25.9% | -15.0% | +5.1% |
| 3Y | +152.7% | +54.6% | +98.0% | +122.3% |
| 5Y | +130.8% | -0.6% | +131.4% | +118.5% |
| All | +130.8% | -0.5% | +131.3% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling