+206.4%
TECH vs EXR
+221.5%
-15.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +0.2% | +5.2% | -5.0% | -1.7% |
| 30D | +0.3% | +20.9% | -20.5% | -6.5% |
| 3M | +1.3% | +7.7% | -6.4% | -1.6% |
| 6M | +54.0% | +13.2% | +40.8% | +46.6% |
| YTD | +24.3% | +26.5% | -2.2% | +13.0% |
| 1Y | +25.8% | +27.2% | -1.4% | +14.1% |
| 3Y | +26.0% | +71.5% | -45.6% | +3.9% |
| 5Y | -40.1% | +0.4% | -40.5% | -42.4% |
| All | +206.4% | +221.5% | -15.1% | +148.8% |
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 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