+15.8%
Q vs EXR
+11.9%
+3.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.3% |
| 7D | -10.3% | +6.8% | -17.1% | -10.8% |
| 30D | -17.7% | +19.6% | -37.2% | -19.2% |
| 3M | -18.8% | +8.0% | -26.8% | -18.9% |
| 6M | -24.8% | +17.2% | -41.9% | -27.8% |
| YTD | +35.0% | +27.2% | +7.8% | +26.5% |
| 1Y | +10.7% | +26.1% | -15.4% | +3.3% |
| All | +15.8% | +11.9% | +3.9% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling