+65.3%
T vs EXR
+147.0%
-81.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -0.7% | -0.9% | -1.4% |
| 30D | +7.6% | -6.9% | +14.5% | +9.4% |
| 3M | +15.3% | -3.0% | +18.3% | +16.1% |
| 6M | -8.5% | -2.9% | -5.5% | -7.9% |
| YTD | +6.8% | +9.3% | -2.5% | +4.4% |
| 1Y | -7.2% | -0.9% | -6.3% | -7.4% |
| 3Y | +108.2% | +24.7% | +83.5% | +94.1% |
| 5Y | +66.1% | -11.7% | +77.7% | +64.8% |
| 10Y | +65.3% | +148.4% | -83.1% | +25.7% |
| All | +65.3% | +147.0% | -81.7% | +25.7% |
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