+50.6%
LYB vs EXR
+28.1%
+22.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -4.6% |
| 7D | -6.2% | +11.3% | -17.5% | -6.2% |
| 30D | +6.3% | +21.2% | -14.8% | +6.2% |
| 3M | +4.1% | +8.7% | -4.6% | +3.9% |
| 6M | -15.5% | +18.2% | -33.7% | -15.8% |
| YTD | +50.2% | +27.9% | +22.3% | +34.9% |
| 1Y | +50.6% | +28.3% | +22.3% | +34.5% |
| All | +50.6% | +28.1% | +22.5% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling