-26.3%
U vs EXR
+82.2%
-108.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.7% |
| 7D | +24.4% | +1.7% | +22.6% | +23.0% |
| 30D | +7.4% | +18.0% | -10.7% | -3.1% |
| 3M | +16.8% | +9.7% | +7.1% | +10.2% |
| 6M | +78.8% | +13.4% | +65.3% | +64.0% |
| YTD | +14.0% | +26.3% | -12.3% | -4.1% |
| 1Y | +16.7% | +27.6% | -10.8% | -2.9% |
| 3Y | +86.4% | +52.2% | +34.2% | +30.4% |
| 5Y | -71.5% | -1.1% | -70.4% | -72.8% |
| All | -26.3% | +82.2% | -108.5% | -44.6% |
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 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