+859.9%
O vs EXR
+2,662.2%
-1,802.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | -0.7% | -2.6% | +1.8% | +0.9% |
| 30D | -1.9% | -7.2% | +5.3% | +2.8% |
| 3M | +3.8% | -3.5% | +7.3% | +6.1% |
| 6M | -4.7% | -5.3% | +0.5% | -1.9% |
| YTD | +12.5% | +9.4% | +3.1% | +5.4% |
| 1Y | +10.8% | +1.3% | +9.5% | +8.5% |
| 3Y | +28.8% | +22.4% | +6.4% | +6.9% |
| 5Y | +13.2% | -12.2% | +25.4% | +10.8% |
| 10Y | +53.5% | +148.6% | -95.1% | -28.8% |
| All | +859.9% | +2,662.2% | -1,802.4% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling