+10.7%
O vs EXR
-0.3%
+11.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +3.7% | +5.2% | -1.5% | +1.6% |
| 30D | +11.2% | +20.9% | -9.7% | +2.9% |
| 3M | -4.0% | +7.7% | -11.7% | -6.9% |
| 6M | -5.2% | +13.2% | -18.4% | -10.0% |
| YTD | +9.5% | +26.5% | -17.0% | -0.8% |
| 1Y | +10.6% | +27.2% | -16.6% | 0.0% |
| 3Y | +38.1% | +71.5% | -33.4% | +9.3% |
| All | +10.7% | -0.3% | +11.0% | +5.6% |
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