+18.2%
TER vs EXR
+26.1%
-7.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.5% |
| 7D | -20.5% | +5.2% | -25.7% | -19.7% |
| 30D | -47.0% | +20.9% | -67.9% | -46.0% |
| 3M | -43.3% | +7.7% | -51.0% | -41.8% |
| 6M | -42.9% | +13.2% | -56.1% | -43.5% |
| YTD | +12.9% | +26.5% | -13.6% | +7.1% |
| 1Y | +18.2% | +27.2% | -9.0% | +11.6% |
| All | +18.2% | +26.1% | -7.9% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling