-3.4%
M vs EXR
-1.8%
-1.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +7.0% | -0.4% | +7.5% | +7.3% |
| 30D | +8.9% | +18.2% | -9.3% | +1.0% |
| 3M | +4.5% | +7.3% | -2.8% | +1.2% |
| 6M | +36.2% | +13.8% | +22.4% | +28.3% |
| YTD | +15.1% | +25.9% | -10.8% | +3.1% |
| 1Y | +27.4% | +25.8% | +1.6% | +14.3% |
| 3Y | +160.1% | +53.7% | +106.4% | +110.0% |
| All | -3.4% | -1.8% | -1.7% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling