+180.5%
PL vs EXR
+1.1%
+179.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.1% |
| 7D | -9.3% | -2.6% | -6.7% | -9.0% |
| 30D | -18.9% | -7.2% | -11.7% | -18.1% |
| 3M | -58.4% | -3.5% | -54.9% | -58.3% |
| 6M | -30.3% | -5.3% | -25.0% | -28.9% |
| YTD | -8.1% | +9.4% | -17.5% | -13.3% |
| 1Y | +180.5% | +1.3% | +179.2% | +164.6% |
| All | +180.5% | +1.1% | +179.4% | +164.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling