+441.9%
MAR vs EXR
+144.7%
+297.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.4% |
| 30D | -4.7% | -7.5% | +2.9% | -2.6% |
| 3M | -15.6% | -7.5% | -8.1% | -13.8% |
| 6M | +1.2% | -5.2% | +6.4% | +2.6% |
| YTD | +7.5% | +6.5% | +1.0% | +5.3% |
| 1Y | +26.6% | -2.0% | +28.6% | +26.8% |
| 3Y | +66.0% | +21.5% | +44.4% | +54.2% |
| 5Y | +154.1% | -11.5% | +165.6% | +154.1% |
| 10Y | +441.9% | +148.0% | +293.9% | +328.9% |
| All | +441.9% | +144.7% | +297.1% | +328.9% |
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 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