+161.8%
MAR vs EXR
-11.8%
+173.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 3M | -12.5% | -3.5% | -9.0% | -11.6% |
| 6M | +0.6% | -5.3% | +5.9% | +2.0% |
| YTD | +9.1% | +9.4% | -0.2% | +5.8% |
| 1Y | +26.2% | +1.3% | +24.9% | +25.0% |
| 3Y | +68.2% | +22.4% | +45.7% | +54.1% |
| All | +161.8% | -11.8% | +173.7% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling