+163.6%
W vs EXR
+317.7%
-154.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.2% |
| 7D | -4.2% | -2.6% | -1.6% | -2.7% |
| 30D | -7.6% | -7.2% | -0.4% | -3.6% |
| 3M | +37.2% | -3.5% | +40.7% | +39.8% |
| 6M | +26.3% | -5.3% | +31.6% | +30.1% |
| YTD | -1.0% | +9.4% | -10.3% | -6.6% |
| 1Y | +20.1% | +1.3% | +18.8% | +18.1% |
| 3Y | +37.8% | +22.4% | +15.4% | +24.0% |
| 5Y | -63.7% | -12.2% | -51.4% | -61.7% |
| 10Y | +156.3% | +148.6% | +7.8% | +96.3% |
| All | +163.6% | +317.7% | -154.1% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling