+380.3%
NDAQ vs EXR
+144.7%
+235.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | 0.0% |
| 7D | -1.6% | -3.1% | +1.5% | -0.5% |
| 30D | -1.5% | -7.5% | +6.1% | +1.3% |
| 3M | +8.0% | -7.5% | +15.5% | +11.1% |
| 6M | +7.7% | -5.2% | +12.9% | +9.5% |
| YTD | -2.3% | +6.5% | -8.8% | -5.2% |
| 1Y | +0.6% | -2.0% | +2.6% | +0.4% |
| 3Y | +90.9% | +21.5% | +69.4% | +70.6% |
| 5Y | +52.5% | -11.5% | +64.0% | +51.9% |
| 10Y | +380.3% | +148.0% | +232.3% | +235.5% |
| All | +380.3% | +144.7% | +235.5% | +235.5% |
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