+97.6%
M vs EXR
+2,662.2%
-2,564.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.3% |
| 7D | +4.7% | -2.6% | +7.3% | +6.2% |
| 30D | -9.6% | -7.2% | -2.5% | -5.8% |
| 3M | +0.9% | -3.5% | +4.4% | +2.7% |
| 6M | +22.3% | -5.3% | +27.6% | +25.6% |
| YTD | +6.5% | +9.4% | -2.8% | +0.5% |
| 1Y | +38.8% | +1.3% | +37.4% | +36.5% |
| 3Y | +115.9% | +22.4% | +93.5% | +84.6% |
| 5Y | +28.6% | -12.2% | +40.9% | +28.4% |
| 10Y | -2.5% | +148.6% | -151.1% | -50.8% |
| All | +97.6% | +2,662.2% | -2,564.6% | -79.4% |
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