+655.3%
P vs EXR
+217.4%
+437.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.4% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | -31.4% | +18.8% | -50.2% | -34.8% |
| 3M | -2.6% | +9.9% | -12.5% | -5.4% |
| 6M | +21.9% | +12.6% | +9.3% | +16.7% |
| YTD | +58.9% | +26.5% | +32.4% | +46.0% |
| 1Y | +21.7% | +24.5% | -2.7% | +12.4% |
| 3Y | +193.3% | +52.4% | +140.9% | +143.8% |
| 5Y | +275.1% | -1.5% | +276.7% | +258.5% |
| 10Y | +655.3% | +216.0% | +439.4% | +439.6% |
| All | +655.3% | +217.4% | +437.9% | +439.6% |
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 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