+98.0%
RF vs EXR
+2,662.2%
-2,564.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.8% |
| 7D | +1.3% | -2.6% | +3.9% | +3.1% |
| 30D | -3.6% | -7.2% | +3.6% | +1.4% |
| 3M | +8.1% | -3.5% | +11.6% | +10.4% |
| 6M | +11.5% | -5.3% | +16.8% | +14.9% |
| YTD | +15.6% | +9.4% | +6.2% | +7.3% |
| 1Y | +15.7% | +1.3% | +14.4% | +12.5% |
| 3Y | +86.9% | +22.4% | +64.5% | +52.3% |
| 5Y | +89.8% | -12.2% | +102.0% | +81.7% |
| 10Y | +344.7% | +148.6% | +196.1% | +67.2% |
| All | +98.0% | +2,662.2% | -2,564.2% | -88.9% |
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