+73.2%
MAR vs EXR
+24.9%
+48.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | -4.2% | -2.6% | -1.6% | -3.4% |
| 30D | -6.7% | -7.2% | +0.5% | -4.6% |
| 3M | -12.5% | -3.5% | -9.0% | -11.7% |
| 6M | +0.6% | -5.3% | +5.9% | +1.9% |
| YTD | +9.1% | +9.4% | -0.2% | +5.9% |
| 1Y | +26.2% | +1.3% | +24.9% | +24.8% |
| All | +73.2% | +24.9% | +48.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling