+8.4%
LOW vs EXR
-10.8%
+19.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | -10.1% | -6.9% | -3.2% | -7.2% |
| 3M | -2.9% | -3.0% | +0.1% | -1.5% |
| 6M | -19.4% | -2.9% | -16.5% | -18.3% |
| YTD | -15.4% | +9.3% | -24.7% | -18.5% |
| 1Y | -24.9% | -0.9% | -24.0% | -24.8% |
| 3Y | -7.8% | +24.7% | -32.5% | -16.7% |
| 5Y | +8.4% | -11.7% | +20.1% | +11.3% |
| All | +8.4% | -10.8% | +19.2% | +11.3% |
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 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