+196.2%
W vs EXR
+383.1%
-186.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | -3.6% | +5.2% | -8.8% | -6.3% |
| 30D | +7.0% | +20.9% | -13.9% | -3.9% |
| 3M | +7.4% | +7.7% | -0.3% | +2.9% |
| 6M | +69.3% | +13.2% | +56.1% | +57.7% |
| YTD | +11.3% | +26.5% | -15.2% | -3.4% |
| 1Y | +13.2% | +27.2% | -14.0% | -2.1% |
| 3Y | +142.0% | +71.5% | +70.5% | +81.9% |
| 5Y | -54.6% | +0.4% | -55.0% | -55.8% |
| 10Y | +243.7% | +225.2% | +18.5% | +131.0% |
| All | +196.2% | +383.1% | -186.9% | +53.5% |
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 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