+686.6%
P vs EXR
+221.5%
+465.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -23.8% | +5.2% | -29.0% | -24.9% |
| 30D | -36.6% | +20.9% | -57.5% | -40.0% |
| 3M | +10.9% | +7.7% | +3.2% | +8.3% |
| 6M | +30.0% | +13.2% | +16.8% | +24.2% |
| YTD | +44.4% | +26.5% | +17.9% | +32.7% |
| 1Y | +3.9% | +27.2% | -23.3% | -4.7% |
| 3Y | +176.6% | +71.5% | +105.0% | +120.5% |
| 5Y | +249.3% | +0.4% | +248.9% | +231.9% |
| All | +686.6% | +221.5% | +465.1% | +484.0% |
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