+82.5%
O vs EXR
+217.4%
-135.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.6% | -1.1% | +1.7% | +1.2% |
| 30D | +9.4% | +18.8% | -9.3% | 0.0% |
| 3M | -2.4% | +9.9% | -12.3% | -7.2% |
| 6M | -1.9% | +12.6% | -14.5% | -8.0% |
| YTD | +10.5% | +26.5% | -16.0% | -3.0% |
| 1Y | +10.0% | +24.5% | -14.5% | -2.6% |
| 3Y | +40.5% | +52.4% | -12.0% | +7.9% |
| 5Y | +10.2% | -1.5% | +11.7% | +4.4% |
| 10Y | +82.5% | +216.0% | -133.5% | -17.9% |
| All | +82.5% | +217.4% | -135.0% | -17.9% |
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