+33.2%
Q vs EXR
+11.3%
+21.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +6.6% | -1.1% | +7.7% | +6.7% |
| 30D | +2.7% | +18.8% | -16.0% | +0.8% |
| 3M | -8.4% | +9.9% | -18.3% | -8.8% |
| 6M | -17.3% | +12.6% | -29.9% | -19.3% |
| YTD | +55.3% | +26.5% | +28.8% | +45.5% |
| 1Y | +31.5% | +24.5% | +7.0% | +22.7% |
| All | +33.2% | +11.3% | +21.9% | +24.3% |
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