-68.4%
U vs EXR
-0.3%
-68.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.9% |
| 7D | +36.6% | +5.2% | +31.4% | +32.2% |
| 30D | +13.3% | +20.9% | -7.6% | 0.0% |
| 3M | +26.2% | +7.7% | +18.5% | +20.0% |
| 6M | +88.7% | +13.2% | +75.6% | +72.4% |
| YTD | +16.6% | +26.5% | -9.9% | -3.3% |
| 1Y | +29.0% | +27.2% | +1.8% | +5.9% |
| 3Y | +99.5% | +71.5% | +28.0% | +18.7% |
| All | -68.4% | -0.3% | -68.1% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling