+436.0%
META vs EXR
+205.9%
+230.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.3% | +1.7% | +1.5% | +2.8% |
| 30D | -10.8% | +18.0% | -28.8% | -15.0% |
| 3M | +7.9% | +9.7% | -1.8% | +4.9% |
| 6M | +5.4% | +13.4% | -8.1% | +1.4% |
| YTD | -2.6% | +26.3% | -28.9% | -9.5% |
| 1Y | +1.9% | +27.6% | -25.7% | -5.7% |
| 3Y | +97.0% | +52.2% | +44.8% | +66.2% |
| 5Y | +97.6% | -1.1% | +98.7% | +91.0% |
| 10Y | +436.0% | +216.8% | +219.2% | +338.6% |
| All | +436.0% | +205.9% | +230.2% | +338.6% |
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