-33.7%
REPL vs EXR
-1.8%
-32.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | -0.4% | +1.7% | +1.4% |
| 30D | +92.2% | +18.2% | +74.0% | +83.3% |
| 3M | +44.1% | +7.3% | +36.8% | +41.1% |
| 6M | +313.0% | +13.8% | +299.2% | +291.8% |
| YTD | +125.2% | +25.9% | +99.3% | +101.4% |
| 1Y | +143.8% | +25.8% | +118.0% | +118.1% |
| 3Y | +104.2% | +53.7% | +50.5% | +58.1% |
| All | -33.7% | -1.8% | -32.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling