+11.7%
PL vs EXR
+24.1%
-12.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -3.0% |
| 7D | +22.3% | -1.2% | +23.5% | +22.4% |
| 30D | -8.3% | +18.3% | -26.6% | -11.1% |
| 3M | -43.3% | +9.1% | -52.3% | -44.1% |
| 6M | -65.8% | +11.7% | -77.6% | -66.7% |
| YTD | -29.5% | +25.7% | -55.2% | -40.4% |
| 1Y | +11.7% | +24.9% | -13.2% | -4.8% |
| All | +11.7% | +24.1% | -12.4% | -4.8% |
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 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