+99.6%
M vs EXR
+3,094.9%
-2,995.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -4.3% | +5.2% | -9.5% | -6.9% |
| 30D | +1.3% | +20.9% | -19.6% | -8.9% |
| 3M | -7.4% | +7.7% | -15.1% | -11.1% |
| 6M | +18.3% | +13.2% | +5.2% | +10.2% |
| YTD | +7.6% | +26.5% | -18.9% | -6.4% |
| 1Y | +17.4% | +27.2% | -9.8% | +1.8% |
| 3Y | +108.4% | +71.5% | +36.8% | +47.6% |
| 5Y | -10.6% | +0.4% | -11.0% | -17.0% |
| 10Y | -3.2% | +225.2% | -228.3% | -58.0% |
| All | +99.6% | +3,094.9% | -2,995.3% | -80.9% |
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