+383.5%
V vs EXR
+148.5%
+235.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | -1.7% | -2.6% | +0.8% | -0.9% |
| 30D | +2.0% | -7.2% | +9.2% | +4.3% |
| 3M | +17.4% | -3.5% | +20.9% | +18.6% |
| 6M | +17.5% | -5.3% | +22.8% | +19.1% |
| YTD | +7.6% | +9.4% | -1.8% | +4.2% |
| 1Y | +7.7% | +1.3% | +6.4% | +6.5% |
| 3Y | +54.7% | +22.4% | +32.2% | +40.8% |
| 5Y | +73.0% | -12.2% | +85.3% | +72.9% |
| All | +383.5% | +148.5% | +235.1% | +251.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling