+4.6%
MKTX vs EXR
+149.6%
-145.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.2% | -3.2% | +3.1% | +0.9% |
| 30D | +0.8% | -6.9% | +7.7% | +3.1% |
| 3M | +41.1% | -7.8% | +48.9% | +44.4% |
| 6M | -9.5% | -4.9% | -4.7% | -8.7% |
| YTD | -8.7% | +7.2% | -15.8% | -11.7% |
| 1Y | -10.0% | -1.5% | -8.4% | -10.6% |
| 3Y | -24.6% | +22.3% | -46.9% | -32.2% |
| 5Y | -60.3% | -10.9% | -49.4% | -60.8% |
| All | +4.6% | +149.6% | -145.0% | -21.1% |
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