+14.9%
O vs EXR
-11.8%
+26.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -0.7% | -2.6% | +1.8% | +0.3% |
| 30D | -1.9% | -7.2% | +5.3% | +1.1% |
| 3M | +3.8% | -3.5% | +7.3% | +5.3% |
| 6M | -4.7% | -5.3% | +0.5% | -2.8% |
| YTD | +12.5% | +9.4% | +3.1% | +8.2% |
| 1Y | +10.8% | +1.3% | +9.5% | +9.7% |
| 3Y | +28.8% | +22.4% | +6.4% | +16.7% |
| All | +14.9% | -11.8% | +26.8% | +16.9% |
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 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