-39.0%
U vs EXR
+57.7%
-96.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -3.8% | -2.6% | -1.2% | -2.2% |
| 30D | +17.5% | -7.2% | +24.6% | +22.9% |
| 3M | +38.7% | -3.5% | +42.2% | +41.2% |
| 6M | +104.4% | -5.3% | +109.7% | +109.3% |
| YTD | -5.7% | +9.4% | -15.0% | -13.2% |
| 1Y | +3.7% | +1.3% | +2.4% | -0.3% |
| 3Y | +12.3% | +22.4% | -10.1% | -9.2% |
| 5Y | -68.8% | -12.2% | -56.6% | -67.7% |
| All | -39.0% | +57.7% | -96.8% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling