+84.9%
RUN vs EXR
+205.9%
-120.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.8% | -9.8% | -10.0% |
| 7D | +0.3% | +1.7% | -1.4% | -0.9% |
| 30D | +14.0% | +18.0% | -4.0% | +1.8% |
| 3M | -11.8% | +9.7% | -21.4% | -17.0% |
| 6M | -40.4% | +13.4% | -53.8% | -45.8% |
| YTD | -52.7% | +26.3% | -79.0% | -60.6% |
| 1Y | -52.5% | +27.6% | -80.1% | -60.8% |
| 3Y | -7.7% | +52.2% | -59.9% | -29.0% |
| 5Y | -83.9% | -1.1% | -82.8% | -84.4% |
| 10Y | +84.9% | +216.8% | -131.9% | +15.8% |
| All | +84.9% | +205.9% | -120.9% | +15.8% |
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