+447.1%
META vs EXR
+215.7%
+231.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +3.1% | -1.2% | +4.3% | +3.4% |
| 30D | -18.2% | +18.3% | -36.5% | -22.1% |
| 3M | +7.8% | +9.1% | -1.2% | +5.0% |
| 6M | +3.6% | +11.7% | -8.2% | +0.1% |
| YTD | -5.3% | +25.7% | -31.0% | -11.9% |
| 1Y | +2.7% | +24.9% | -22.2% | -4.3% |
| 3Y | +91.5% | +51.4% | +40.0% | +61.7% |
| 5Y | +84.7% | -1.9% | +86.6% | +78.9% |
| All | +447.1% | +215.7% | +231.4% | +342.7% |
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