+62.6%
XYZ vs EXR
+53.5%
+9.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -1.1% | -0.4% | -0.6% | -0.9% |
| 30D | +11.5% | +18.2% | -6.7% | +4.8% |
| 3M | +1.8% | +7.3% | -5.5% | -0.9% |
| 6M | +21.2% | +13.8% | +7.4% | +15.2% |
| YTD | +29.9% | +25.9% | +4.0% | +18.9% |
| 1Y | +35.8% | +25.8% | +10.0% | +24.2% |
| 3Y | +62.6% | +53.7% | +8.9% | +30.7% |
| All | +62.6% | +53.5% | +9.1% | +30.7% |
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