+498.8%
MAR vs EXR
+216.3%
+282.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +13.8% | +18.2% | -4.4% | +8.5% |
| 3M | +20.3% | +7.3% | +12.9% | +17.8% |
| 6M | +21.3% | +13.8% | +7.5% | +16.6% |
| YTD | +37.2% | +25.9% | +11.3% | +28.0% |
| 1Y | +48.4% | +25.8% | +22.6% | +38.6% |
| 3Y | +120.1% | +53.7% | +66.4% | +91.3% |
| 5Y | +182.1% | -1.8% | +183.8% | +173.2% |
| All | +498.8% | +216.3% | +282.5% | +359.0% |
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 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