+28.4%
USFR vs EXR
+474.5%
-446.0%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | +5.2% | -5.1% | +0.1% |
| 30D | +0.4% | +20.9% | -20.5% | +0.4% |
| 3M | +1.1% | +7.7% | -6.7% | +1.1% |
| 6M | +2.1% | +13.2% | -11.1% | +2.1% |
| YTD | +3.4% | +26.5% | -23.1% | +3.4% |
| 1Y | +4.1% | +27.2% | -23.1% | +4.1% |
| 3Y | +14.4% | +71.5% | -57.1% | +14.4% |
| 5Y | +21.3% | +0.4% | +21.0% | +21.3% |
| 10Y | +28.5% | +225.2% | -196.7% | +28.5% |
| All | +28.4% | +474.5% | -446.0% | +29.0% |
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