+1,381.0%
NET vs EXR
+81.3%
+1,299.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.9% |
| 7D | -16.4% | +11.3% | -27.6% | -20.4% |
| 30D | -25.8% | +21.2% | -47.0% | -32.2% |
| 3M | -11.5% | +8.7% | -20.3% | -15.2% |
| 6M | +18.9% | +18.2% | +0.7% | +9.0% |
| YTD | +35.2% | +27.9% | +7.3% | +17.8% |
| 1Y | +14.5% | +28.3% | -13.9% | -0.7% |
| 3Y | +313.8% | +71.7% | +242.2% | +188.0% |
| 5Y | +32.6% | -0.6% | +33.2% | +25.6% |
| All | +1,381.0% | +81.3% | +1,299.7% | +1,068.8% |
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