-23.9%
MKTX vs EXR
+21.4%
-45.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | +0.3% | -3.1% | +3.3% | +1.0% |
| 30D | +1.0% | -7.5% | +8.5% | +2.8% |
| 3M | +40.8% | -7.5% | +48.3% | +42.9% |
| 6M | -10.9% | -5.2% | -5.7% | -10.4% |
| YTD | -8.6% | +6.5% | -15.1% | -11.3% |
| 1Y | -11.6% | -2.0% | -9.5% | -12.1% |
| All | -23.9% | +21.4% | -45.3% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling