+462.9%
META vs EXR
+216.3%
+246.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.2% | -0.4% | +5.6% | +5.3% |
| 30D | -13.0% | +18.2% | -31.2% | -17.2% |
| 3M | +7.9% | +7.3% | +0.6% | +5.6% |
| 6M | +4.2% | +13.8% | -9.6% | +0.2% |
| YTD | -2.5% | +25.9% | -28.5% | -9.4% |
| 1Y | +5.6% | +25.8% | -20.2% | -1.9% |
| 3Y | +96.8% | +53.7% | +43.1% | +65.4% |
| 5Y | +90.0% | -1.8% | +91.8% | +84.0% |
| All | +462.9% | +216.3% | +246.6% | +355.3% |
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 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