+29.3%
V vs EXR
+28.1%
+1.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.8% | +3.0% |
| 7D | +9.0% | +11.3% | -2.3% | +5.9% |
| 30D | +18.1% | +21.2% | -3.1% | +12.4% |
| 3M | +18.3% | +8.7% | +9.6% | +15.4% |
| 6M | +34.1% | +18.2% | +15.9% | +28.7% |
| YTD | +25.2% | +27.9% | -2.7% | +16.4% |
| 1Y | +29.3% | +28.3% | +1.0% | +19.8% |
| All | +29.3% | +28.1% | +1.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling