+23.1%
Q vs EXR
+11.3%
+11.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.4% |
| 7D | +0.3% | +5.2% | -4.9% | -0.1% |
| 30D | -9.8% | +20.9% | -30.7% | -11.7% |
| 3M | -12.2% | +7.7% | -19.9% | -12.3% |
| 6M | -21.6% | +13.2% | -34.8% | -23.7% |
| YTD | +43.6% | +26.5% | +17.1% | +34.5% |
| 1Y | +25.7% | +27.2% | -1.5% | +17.3% |
| All | +23.1% | +11.3% | +11.8% | +14.9% |
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