+479.7%
NDAQ vs EXR
+217.4%
+262.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | +16.3% | +18.8% | -2.4% | +9.2% |
| 3M | +15.8% | +9.9% | +5.9% | +11.8% |
| 6M | +24.8% | +12.6% | +12.2% | +19.2% |
| YTD | +14.1% | +26.5% | -12.4% | +3.9% |
| 1Y | +26.5% | +24.5% | +2.0% | +15.8% |
| 3Y | +119.1% | +52.4% | +66.7% | +79.8% |
| 5Y | +70.9% | -1.5% | +72.5% | +64.4% |
| 10Y | +479.7% | +216.0% | +263.8% | +277.2% |
| All | +479.7% | +217.4% | +262.3% | +277.2% |
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 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