+259.7%
P vs EXR
-1.3%
+261.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -13.3% | +1.7% | -15.1% | -13.7% |
| 30D | -34.0% | +18.0% | -52.0% | -36.7% |
| 3M | +4.1% | +9.7% | -5.6% | +1.7% |
| 6M | +30.5% | +13.4% | +17.0% | +25.3% |
| YTD | +52.2% | +26.3% | +25.9% | +40.8% |
| 1Y | +10.3% | +27.6% | -17.3% | +1.6% |
| 3Y | +180.9% | +52.2% | +128.7% | +130.1% |
| 5Y | +259.7% | -1.1% | +260.8% | +226.8% |
| All | +259.7% | -1.3% | +261.0% | +226.8% |
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