+346.5%
RF vs EXR
+148.5%
+198.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +1.3% | -2.6% | +3.9% | +2.3% |
| 30D | -3.6% | -7.2% | +3.6% | -1.0% |
| 3M | +8.1% | -3.5% | +11.6% | +9.4% |
| 6M | +11.5% | -5.3% | +16.8% | +13.4% |
| YTD | +15.6% | +9.4% | +6.2% | +11.4% |
| 1Y | +15.7% | +1.3% | +14.4% | +14.3% |
| 3Y | +86.9% | +22.4% | +64.5% | +70.2% |
| 5Y | +89.8% | -12.2% | +102.0% | +88.5% |
| All | +346.5% | +148.5% | +198.0% | +242.0% |
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 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