-25.0%
TEVA vs EXR
+151.8%
-176.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.3% |
| 30D | +1.0% | -6.2% | +7.2% | +2.4% |
| 3M | +7.3% | -7.4% | +14.7% | +9.1% |
| 6M | +21.7% | -0.5% | +22.3% | +21.7% |
| YTD | +18.8% | +8.1% | +10.8% | +16.5% |
| 1Y | +86.5% | -2.9% | +89.3% | +86.9% |
| 3Y | +269.4% | +22.9% | +246.5% | +248.4% |
| 5Y | +303.6% | -10.2% | +313.7% | +302.8% |
| All | -25.0% | +151.8% | -176.7% | -32.2% |
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