-24.7%
U vs EXR
+82.5%
-107.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.9% |
| 7D | +36.6% | +5.2% | +31.4% | +32.5% |
| 30D | +13.3% | +20.9% | -7.6% | +0.8% |
| 3M | +26.2% | +7.7% | +18.5% | +20.3% |
| 6M | +88.7% | +13.2% | +75.6% | +73.4% |
| YTD | +16.6% | +26.5% | -9.9% | -2.0% |
| 1Y | +29.0% | +27.2% | +1.8% | +7.4% |
| 3Y | +99.5% | +71.5% | +28.0% | +26.5% |
| 5Y | -66.1% | +0.4% | -66.5% | -67.8% |
| All | -24.7% | +82.5% | -107.1% | -43.4% |
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