+46.8%
REPL vs EXR
+131.2%
-84.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +14.2% | +2.7% | +11.5% | +13.3% |
| 30D | +65.9% | +18.9% | +46.9% | +57.5% |
| 3M | +84.6% | +8.4% | +76.2% | +79.9% |
| 6M | +446.9% | +14.3% | +432.6% | +416.8% |
| YTD | +129.0% | +27.2% | +101.8% | +104.9% |
| 1Y | +167.9% | +25.9% | +141.9% | +140.6% |
| 3Y | +93.9% | +54.6% | +39.3% | +54.2% |
| 5Y | -33.0% | -0.6% | -32.4% | -38.1% |
| All | +46.8% | +131.2% | -84.3% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling