+707.9%
P vs EXR
+215.3%
+492.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | -9.6% | +2.7% | -12.3% | -10.3% |
| 30D | -33.4% | +18.9% | -52.4% | -36.7% |
| 3M | +14.2% | +8.4% | +5.8% | +11.4% |
| 6M | +31.6% | +14.3% | +17.3% | +25.4% |
| YTD | +53.5% | +27.2% | +26.2% | +40.9% |
| 1Y | +14.2% | +25.9% | -11.8% | +5.1% |
| 3Y | +190.5% | +54.6% | +135.9% | +141.0% |
| 5Y | +256.3% | -0.6% | +256.9% | +239.8% |
| 10Y | +707.9% | +208.5% | +499.3% | +500.4% |
| All | +707.9% | +215.3% | +492.6% | +500.4% |
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