+543.0%
XYZ vs EXR
+199.0%
+344.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +9.2% | +6.8% | +2.4% | +5.8% |
| 30D | +9.8% | +19.6% | -9.8% | +0.5% |
| 3M | -0.2% | +8.0% | -8.2% | -3.8% |
| 6M | +18.0% | +17.2% | +0.8% | +8.6% |
| YTD | +29.1% | +27.2% | +1.9% | +13.7% |
| 1Y | +14.1% | +26.1% | -12.0% | +0.8% |
| 3Y | +72.6% | +70.7% | +2.0% | +24.2% |
| 5Y | -64.6% | +1.0% | -65.6% | -66.2% |
| 10Y | +590.0% | +227.1% | +362.9% | +376.5% |
| All | +543.0% | +199.0% | +344.0% | +335.1% |
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