+449.6%
P vs EXR
+209.7%
+239.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.6% | -15.8% | -16.3% |
| 7D | -31.9% | +6.8% | -38.7% | -33.1% |
| 30D | -36.5% | +19.6% | -56.1% | -39.6% |
| 3M | +11.6% | +8.0% | +3.6% | +9.0% |
| 6M | +25.2% | +17.2% | +8.1% | +18.7% |
| YTD | +39.4% | +27.2% | +12.2% | +28.4% |
| 1Y | -3.7% | +26.1% | -29.7% | -11.1% |
| 3Y | +167.3% | +70.7% | +96.6% | +116.3% |
| 5Y | +237.3% | +1.0% | +236.4% | +220.6% |
| 10Y | +698.6% | +227.1% | +471.6% | +475.3% |
| All | +449.6% | +209.7% | +239.9% | +332.6% |
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 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