-7.1%
M vs EXR
+217.4%
-224.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -3.3% | -1.1% | -2.2% | -2.8% |
| 30D | +8.1% | +18.8% | -10.7% | 0.0% |
| 3M | +2.2% | +9.9% | -7.7% | -2.1% |
| 6M | +35.1% | +12.6% | +22.5% | +27.9% |
| YTD | +15.8% | +26.5% | -10.7% | +3.6% |
| 1Y | +25.8% | +24.5% | +1.3% | +13.4% |
| 3Y | +156.2% | +52.4% | +103.8% | +107.3% |
| 5Y | -2.4% | -1.5% | -0.8% | -6.1% |
| 10Y | -7.1% | +216.0% | -223.1% | -41.0% |
| All | -7.1% | +217.4% | -224.5% | -41.0% |
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