+275.2%
RTX vs EXR
+147.0%
+128.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -10.6% | -6.9% | -3.6% | -8.7% |
| 3M | +11.6% | -3.0% | +14.6% | +12.5% |
| 6M | -4.5% | -2.9% | -1.6% | -3.9% |
| YTD | +9.6% | +9.3% | +0.3% | +6.7% |
| 1Y | +30.8% | -0.9% | +31.8% | +30.6% |
| 3Y | +152.8% | +24.7% | +128.1% | +129.2% |
| 5Y | +167.1% | -11.7% | +178.8% | +165.2% |
| 10Y | +275.2% | +148.4% | +126.8% | +160.9% |
| All | +275.2% | +147.0% | +128.2% | +160.9% |
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 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