+424.8%
T vs EXR
+3,094.9%
-2,670.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.0% | +5.2% | -4.2% | -0.3% |
| 30D | -10.6% | +20.9% | -31.5% | -14.8% |
| 3M | -7.7% | +7.7% | -15.4% | -9.5% |
| 6M | -13.3% | +13.2% | -26.5% | -16.0% |
| YTD | -8.8% | +26.5% | -35.2% | -14.3% |
| 1Y | -8.4% | +27.2% | -35.6% | -14.1% |
| 3Y | +59.6% | +71.5% | -11.9% | +36.1% |
| 5Y | +52.1% | +0.4% | +51.7% | +45.6% |
| 10Y | +56.9% | +225.2% | -168.3% | +7.0% |
| All | +424.8% | +3,094.9% | -2,670.1% | +81.8% |
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 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