-42.4%
TECH vs EXR
-11.8%
-30.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +0.1% | -2.6% | +2.7% | +1.4% |
| 30D | +0.7% | -7.2% | +7.9% | +4.5% |
| 3M | +36.3% | -3.5% | +39.8% | +38.4% |
| 6M | +25.6% | -5.3% | +30.9% | +28.2% |
| YTD | +23.7% | +9.4% | +14.3% | +16.8% |
| 1Y | +37.6% | +1.3% | +36.3% | +35.1% |
| 3Y | -6.6% | +22.4% | -29.0% | -17.3% |
| All | -42.4% | -11.8% | -30.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling