+1,027.2%
MKTX vs EXR
+2,346.2%
-1,319.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.8% |
| 30D | +1.1% | -7.2% | +8.3% | +5.1% |
| 3M | +36.1% | -3.5% | +39.6% | +37.9% |
| 6M | -12.9% | -5.3% | -7.6% | -11.3% |
| YTD | -8.5% | +9.4% | -17.9% | -14.2% |
| 1Y | -7.5% | +1.3% | -8.9% | -10.0% |
| 3Y | -28.3% | +22.4% | -50.8% | -39.8% |
| 5Y | -63.3% | -12.2% | -51.1% | -64.3% |
| 10Y | +4.5% | +148.6% | -144.1% | -49.9% |
| All | +1,027.2% | +2,346.2% | -1,319.0% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling