-6.0%
U vs EXR
+0.3%
-6.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.5% | -0.7% | +5.2% | +4.4% |
| 30D | -0.6% | -6.9% | +6.4% | -1.5% |
| 3M | +48.4% | -3.0% | +51.4% | +48.1% |
| 6M | +115.4% | -2.9% | +118.3% | +113.2% |
| YTD | -3.2% | +9.3% | -12.5% | -2.3% |
| 1Y | -6.0% | -0.9% | -5.1% | -8.5% |
| All | -6.0% | +0.3% | -6.4% | -8.5% |
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 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