+78.2%
O vs EXR
+215.3%
-137.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +3.3% | +2.7% | +0.7% | +1.9% |
| 30D | +10.3% | +18.9% | -8.6% | +0.7% |
| 3M | -3.5% | +8.4% | -11.8% | -7.5% |
| 6M | -1.3% | +14.3% | -15.6% | -8.1% |
| YTD | +10.3% | +27.2% | -16.9% | -3.4% |
| 1Y | +10.4% | +25.9% | -15.5% | -2.9% |
| 3Y | +40.0% | +54.6% | -14.6% | +6.7% |
| 5Y | +12.4% | -0.6% | +13.0% | +5.8% |
| 10Y | +78.2% | +208.5% | -130.3% | -19.0% |
| All | +78.2% | +215.3% | -137.1% | -19.0% |
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