-55.9%
W vs EXR
-1.8%
-54.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.6% |
| 30D | +6.8% | +18.2% | -11.4% | -7.1% |
| 3M | +10.7% | +7.3% | +3.3% | +4.3% |
| 6M | +86.3% | +13.8% | +72.5% | +66.7% |
| YTD | +11.5% | +25.9% | -14.5% | -10.1% |
| 1Y | +5.1% | +25.8% | -20.7% | -15.1% |
| 3Y | +171.0% | +53.7% | +117.3% | +80.2% |
| All | -55.9% | -1.8% | -54.1% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling