+227.1%
LOW vs EXR
+149.6%
+77.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -2.6% | -3.2% | +0.6% | -1.3% |
| 30D | -11.1% | -6.9% | -4.3% | -8.5% |
| 3M | -8.5% | -7.8% | -0.7% | -5.3% |
| 6M | -20.8% | -4.9% | -16.0% | -19.1% |
| YTD | -17.2% | +7.2% | -24.4% | -19.4% |
| 1Y | -24.7% | -1.5% | -23.2% | -24.4% |
| 3Y | -9.7% | +22.3% | -32.0% | -18.0% |
| 5Y | +6.0% | -10.9% | +16.9% | +7.0% |
| All | +227.1% | +149.6% | +77.5% | +135.4% |
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 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