+1,258.7%
LOW vs EXR
+3,095.3%
-1,836.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.5% |
| 30D | +25.6% | +18.8% | +6.8% | +16.9% |
| 3M | +5.3% | +9.9% | -4.6% | +1.3% |
| 6M | +3.7% | +12.6% | -8.9% | -1.3% |
| YTD | -1.9% | +26.5% | -28.3% | -11.1% |
| 1Y | +0.6% | +24.5% | -23.9% | -8.3% |
| 3Y | +26.4% | +52.4% | -26.0% | +4.2% |
| 5Y | +10.1% | -1.5% | +11.7% | +6.2% |
| 10Y | +301.3% | +216.0% | +85.3% | +127.5% |
| All | +1,258.7% | +3,095.3% | -1,836.6% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling