+11.1%
S vs EXR
+22.7%
-11.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -7.7% | -2.6% | -5.1% | -6.9% |
| 30D | -5.3% | -7.2% | +1.9% | -3.1% |
| 3M | +20.3% | -3.5% | +23.8% | +21.5% |
| 6M | +47.4% | -5.3% | +52.7% | +49.1% |
| YTD | +32.5% | +9.4% | +23.2% | +26.3% |
| 1Y | +9.5% | +1.3% | +8.2% | +7.4% |
| All | +11.1% | +22.7% | -11.6% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling