-54.2%
W vs EXR
-0.3%
-53.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.0% |
| 7D | -3.6% | +5.2% | -8.8% | -7.5% |
| 30D | +7.0% | +20.9% | -13.9% | -8.8% |
| 3M | +7.4% | +7.7% | -0.3% | +0.8% |
| 6M | +69.3% | +13.2% | +56.1% | +52.0% |
| YTD | +11.3% | +26.5% | -15.2% | -10.6% |
| 1Y | +13.2% | +27.2% | -14.0% | -9.6% |
| 3Y | +142.0% | +71.5% | +70.5% | +45.2% |
| All | -54.2% | -0.3% | -53.9% | -56.9% |
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