+243.6%
W vs EXR
+215.3%
+28.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.2% |
| 7D | +3.3% | +2.7% | +0.6% | +1.9% |
| 30D | +10.5% | +18.9% | -8.4% | -0.2% |
| 3M | +9.6% | +8.4% | +1.3% | +4.5% |
| 6M | +76.4% | +14.3% | +62.1% | +62.8% |
| YTD | +16.4% | +27.2% | -10.9% | 0.0% |
| 1Y | +9.3% | +25.9% | -16.6% | -5.6% |
| 3Y | +172.8% | +54.6% | +118.2% | +113.8% |
| 5Y | -53.4% | -0.6% | -52.8% | -54.9% |
| 10Y | +243.6% | +208.5% | +35.1% | +178.5% |
| All | +243.6% | +215.3% | +28.4% | +178.5% |
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