+28.5%
USFR vs EXR
+474.5%
-446.1%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +0.4% | +18.8% | -18.4% | +0.4% |
| 3M | +1.1% | +9.9% | -8.8% | +1.1% |
| 6M | +2.1% | +12.6% | -10.6% | +2.1% |
| YTD | +3.4% | +26.5% | -23.0% | +3.4% |
| 1Y | +4.1% | +24.5% | -20.4% | +4.1% |
| 3Y | +14.4% | +52.4% | -38.0% | +14.4% |
| 5Y | +21.4% | -1.5% | +23.0% | +21.4% |
| 10Y | +28.5% | +216.0% | -187.4% | +28.5% |
| All | +28.5% | +474.5% | -446.1% | +29.1% |
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