+404.3%
META vs EXR
+221.5%
+182.8%
-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% | +1.4% | +1.0% |
| 7D | -0.8% | +5.2% | -6.0% | -2.2% |
| 30D | -15.4% | +20.9% | -36.3% | -20.0% |
| 3M | +3.5% | +7.7% | -4.2% | +1.2% |
| 6M | -0.3% | +13.2% | -13.5% | -4.0% |
| YTD | -7.3% | +26.5% | -33.8% | -13.9% |
| 1Y | -1.1% | +27.2% | -28.3% | -8.4% |
| 3Y | +95.1% | +71.5% | +23.5% | +57.5% |
| 5Y | +80.6% | +0.4% | +80.2% | +73.9% |
| All | +404.3% | +221.5% | +182.8% | +303.7% |
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