+109.2%
M vs EXR
+3,113.6%
-3,004.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.6% |
| 7D | -2.1% | +6.8% | -9.0% | -5.7% |
| 30D | +7.7% | +19.6% | -11.9% | -2.5% |
| 3M | -4.4% | +8.0% | -12.3% | -8.4% |
| 6M | +27.5% | +17.2% | +10.4% | +16.5% |
| YTD | +12.8% | +27.2% | -14.5% | -2.2% |
| 1Y | +20.7% | +26.1% | -5.3% | +5.3% |
| 3Y | +111.3% | +70.7% | +40.6% | +50.1% |
| 5Y | -6.3% | +1.0% | -7.3% | -13.3% |
| 10Y | +1.5% | +227.1% | -225.6% | -56.2% |
| All | +109.2% | +3,113.6% | -3,004.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling