+37.2%
M vs EXR
+28.1%
+9.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.1% | +4.5% | +5.9% |
| 7D | +8.3% | +11.3% | -3.0% | +2.2% |
| 30D | +14.2% | +21.2% | -7.0% | +3.2% |
| 3M | -1.1% | +8.7% | -9.8% | -5.6% |
| 6M | +36.6% | +18.2% | +18.4% | +24.7% |
| YTD | +19.8% | +27.9% | -8.2% | +1.6% |
| 1Y | +37.2% | +28.3% | +8.9% | +16.3% |
| All | +37.2% | +28.1% | +9.1% | +16.3% |
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 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