+85.0%
RF vs EXR
+3,113.6%
-3,028.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.7% |
| 7D | -1.6% | +6.8% | -8.4% | -6.0% |
| 30D | +5.0% | +19.6% | -14.6% | -7.2% |
| 3M | -10.0% | +8.0% | -18.0% | -14.8% |
| 6M | +3.3% | +17.2% | -13.8% | -7.9% |
| YTD | +7.9% | +27.2% | -19.3% | -9.8% |
| 1Y | +21.2% | +26.1% | -4.8% | +1.8% |
| 3Y | +105.8% | +70.7% | +35.1% | +32.6% |
| 5Y | +43.7% | +1.0% | +42.8% | +25.7% |
| 10Y | +289.4% | +227.1% | +62.4% | +20.3% |
| All | +85.0% | +3,113.6% | -3,028.6% | -90.6% |
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