+165.5%
YUM vs EXR
+151.8%
+13.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -6.1% | -1.2% | -4.9% | -5.7% |
| 30D | -5.8% | -6.2% | +0.4% | -4.1% |
| 3M | -7.6% | -7.4% | -0.2% | -5.6% |
| 6M | -9.1% | -0.5% | -8.6% | -9.2% |
| YTD | -5.5% | +8.1% | -13.6% | -8.0% |
| 1Y | -3.7% | -2.9% | -0.8% | -3.4% |
| 3Y | +17.8% | +22.9% | -5.1% | +8.2% |
| 5Y | +19.3% | -10.2% | +29.4% | +18.4% |
| All | +165.5% | +151.8% | +13.8% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling