-4.0%
M vs EXR
+148.5%
-152.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +4.7% | -2.6% | +7.3% | +5.9% |
| 30D | -9.6% | -7.2% | -2.5% | -6.6% |
| 3M | +0.9% | -3.5% | +4.4% | +2.3% |
| 6M | +22.3% | -5.3% | +27.6% | +25.0% |
| YTD | +6.5% | +9.4% | -2.8% | +1.8% |
| 1Y | +38.8% | +1.3% | +37.4% | +37.1% |
| 3Y | +115.9% | +22.4% | +93.5% | +92.3% |
| 5Y | +28.6% | -12.2% | +40.9% | +30.1% |
| All | -4.0% | +148.5% | -152.5% | -33.7% |
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 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