+507.5%
XYZ vs EXR
+150.3%
+357.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | +0.4% |
| 7D | -3.7% | -3.1% | -0.6% | -2.2% |
| 30D | +0.5% | -7.5% | +8.1% | +4.6% |
| 3M | +16.3% | -7.5% | +23.8% | +20.7% |
| 6M | +21.1% | -5.2% | +26.3% | +23.9% |
| YTD | +22.0% | +6.5% | +15.5% | +17.4% |
| 1Y | +5.2% | -2.0% | +7.2% | +5.2% |
| 3Y | +49.6% | +21.5% | +28.0% | +28.6% |
| 5Y | -68.4% | -11.5% | -56.9% | -67.7% |
| 10Y | +604.5% | +148.0% | +456.5% | +428.4% |
| All | +507.5% | +150.3% | +357.2% | +348.9% |
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 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