-37.5%
U vs EXR
+57.6%
-95.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +4.5% | -0.7% | +5.2% | +4.9% |
| 30D | -0.6% | -6.9% | +6.4% | +3.9% |
| 3M | +48.4% | -3.0% | +51.4% | +50.6% |
| 6M | +115.4% | -2.9% | +118.3% | +117.2% |
| YTD | -3.2% | +9.3% | -12.5% | -10.9% |
| 1Y | -6.0% | -0.9% | -5.1% | -8.3% |
| 3Y | +13.5% | +24.7% | -11.2% | -9.5% |
| 5Y | -68.0% | -11.7% | -56.3% | -67.0% |
| All | -37.5% | +57.6% | -95.1% | -48.5% |
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