+45.2%
PL vs EXR
+34.2%
+10.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.6% | +13.9% | +14.2% |
| 7D | +10.9% | +2.7% | +8.2% | +9.5% |
| 30D | -16.4% | +18.9% | -35.3% | -22.8% |
| 3M | -39.9% | +8.4% | -48.3% | -42.2% |
| 6M | -63.2% | +14.3% | -77.5% | -65.7% |
| YTD | -27.1% | +27.2% | -54.4% | -35.9% |
| 1Y | +12.2% | +25.9% | -13.8% | -0.9% |
| 3Y | +584.3% | +54.6% | +529.6% | +442.8% |
| 5Y | +37.0% | -0.6% | +37.6% | +29.8% |
| All | +45.2% | +34.2% | +10.9% | +37.7% |
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