+177.6%
TECH vs EXR
+147.0%
+30.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +0.1% | -6.9% | +7.1% | +2.8% |
| 3M | +37.5% | -3.0% | +40.5% | +38.8% |
| 6M | +34.6% | -2.9% | +37.5% | +35.4% |
| YTD | +23.5% | +9.3% | +14.2% | +18.7% |
| 1Y | +34.4% | -0.9% | +35.3% | +33.9% |
| 3Y | +2.3% | +24.7% | -22.4% | -5.9% |
| 5Y | -41.7% | -11.7% | -30.0% | -41.0% |
| 10Y | +177.6% | +148.4% | +29.3% | +135.9% |
| All | +177.6% | +147.0% | +30.6% | +135.9% |
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