+62.8%
META vs EXR
-11.8%
+74.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +6.7% | -2.6% | +9.3% | +7.6% |
| 30D | +4.8% | -7.2% | +11.9% | +7.3% |
| 3M | -1.6% | -3.5% | +1.9% | -0.6% |
| 6M | -7.5% | -5.3% | -2.2% | -6.1% |
| YTD | -6.4% | +9.4% | -15.7% | -9.7% |
| 1Y | -17.3% | +1.3% | -18.7% | -18.2% |
| 3Y | +109.9% | +22.4% | +87.5% | +82.1% |
| All | +62.8% | -11.8% | +74.6% | +61.3% |
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 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