+90.1%
RF vs EXR
-11.8%
+101.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 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% | +11.3% |
| 1Y | +15.7% | +1.3% | +14.4% | +14.2% |
| 3Y | +86.9% | +22.4% | +64.5% | +69.5% |
| All | +90.1% | -11.8% | +101.9% | +82.1% |
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