+50.3%
O vs EXR
+147.0%
-96.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | -2.0% | -6.9% | +5.0% | +1.8% |
| 3M | +3.0% | -3.0% | +6.0% | +4.6% |
| 6M | -3.6% | -2.9% | -0.7% | -2.4% |
| YTD | +12.1% | +9.3% | +2.8% | +6.3% |
| 1Y | +8.9% | -0.9% | +9.8% | +8.5% |
| 3Y | +30.3% | +24.7% | +5.6% | +11.0% |
| 5Y | +13.7% | -11.7% | +25.4% | +13.1% |
| 10Y | +50.3% | +148.4% | -98.1% | -22.1% |
| All | +50.3% | +147.0% | -96.7% | -22.1% |
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