-4.3%
M vs EXR
+205.9%
-210.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +5.0% | +1.7% | +3.3% | +4.3% |
| 30D | +10.6% | +18.0% | -7.4% | +2.7% |
| 3M | +1.6% | +9.7% | -8.1% | -2.6% |
| 6M | +30.8% | +13.4% | +17.4% | +23.4% |
| YTD | +16.9% | +26.3% | -9.4% | +4.6% |
| 1Y | +26.3% | +27.6% | -1.3% | +12.5% |
| 3Y | +158.6% | +52.2% | +106.4% | +109.3% |
| 5Y | +2.1% | -1.1% | +3.2% | -2.0% |
| 10Y | -4.3% | +216.8% | -221.2% | -39.2% |
| All | -4.3% | +205.9% | -210.2% | -39.2% |
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