+822.3%
TECH vs EXR
+2,662.2%
-1,839.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.8% |
| 30D | +0.7% | -7.2% | +7.9% | +2.7% |
| 3M | +36.3% | -3.5% | +39.8% | +37.5% |
| 6M | +25.6% | -5.3% | +30.9% | +27.0% |
| YTD | +23.7% | +9.4% | +14.3% | +20.3% |
| 1Y | +37.6% | +1.3% | +36.3% | +36.6% |
| 3Y | -6.6% | +22.4% | -29.0% | -11.8% |
| 5Y | -42.2% | -12.2% | -30.0% | -41.3% |
| 10Y | +187.6% | +148.6% | +39.0% | +125.8% |
| All | +822.3% | +2,662.2% | -1,839.9% | +294.4% |
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