+516.1%
T vs EXR
+2,662.2%
-2,146.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | +11.4% | -7.2% | +18.6% | +13.4% |
| 3M | +14.3% | -3.5% | +17.8% | +15.3% |
| 6M | -9.3% | -5.3% | -4.0% | -8.2% |
| YTD | +7.1% | +9.4% | -2.2% | +4.4% |
| 1Y | -9.1% | +1.3% | -10.4% | -9.8% |
| 3Y | +105.3% | +22.4% | +82.9% | +90.6% |
| 5Y | +66.8% | -12.2% | +79.0% | +65.0% |
| 10Y | +66.8% | +148.6% | -81.8% | +21.7% |
| All | +516.1% | +2,662.2% | -2,146.1% | +121.4% |
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