+62.6%
NDAQ vs EXR
-0.3%
+63.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.8% | +5.2% | -4.4% | -0.8% |
| 30D | +16.5% | +20.9% | -4.3% | +9.6% |
| 3M | +13.5% | +7.7% | +5.8% | +10.7% |
| 6M | +20.9% | +13.2% | +7.7% | +15.9% |
| YTD | +11.4% | +26.5% | -15.1% | +2.5% |
| 1Y | +25.9% | +27.2% | -1.3% | +15.6% |
| 3Y | +119.9% | +71.5% | +48.3% | +74.3% |
| All | +62.6% | -0.3% | +63.0% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling