+32.9%
W vs EXR
+22.7%
+10.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.5% |
| 7D | -4.2% | -2.6% | -1.6% | -2.1% |
| 30D | -7.6% | -7.2% | -0.4% | -1.8% |
| 3M | +37.2% | -3.5% | +40.7% | +40.8% |
| 6M | +26.3% | -5.3% | +31.6% | +31.3% |
| YTD | -1.0% | +9.4% | -10.3% | -9.9% |
| 1Y | +20.1% | +1.3% | +18.8% | +16.2% |
| All | +32.9% | +22.7% | +10.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling