+403.1%
PL vs EXR
+70.9%
+332.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -9.9% |
| 7D | -20.5% | +6.8% | -27.4% | -22.8% |
| 30D | -38.8% | +19.6% | -58.4% | -43.4% |
| 3M | -49.1% | +8.0% | -57.1% | -50.9% |
| 6M | -69.4% | +17.2% | -86.5% | -71.6% |
| YTD | -42.3% | +27.2% | -69.6% | -49.3% |
| 1Y | -14.2% | +26.1% | -40.3% | -24.2% |
| All | +403.1% | +70.9% | +332.2% | +304.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling