+485.4%
P vs EXR
+166.2%
+319.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +6.5% | -2.6% | +9.1% | +7.3% |
| 30D | +18.8% | -7.2% | +26.0% | +21.2% |
| 3M | +26.7% | -3.5% | +30.2% | +27.2% |
| 6M | +62.2% | -5.3% | +67.5% | +63.1% |
| YTD | +48.5% | +9.4% | +39.1% | +42.8% |
| 1Y | +26.4% | +1.3% | +25.1% | +23.9% |
| 3Y | +159.4% | +22.4% | +137.0% | +132.6% |
| 5Y | +275.8% | -12.2% | +288.0% | +270.9% |
| 10Y | +732.0% | +148.6% | +583.4% | +536.1% |
| All | +485.4% | +166.2% | +319.1% | +380.9% |
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