+20.3%
YUM vs EXR
+22.1%
-1.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -5.2% | -3.2% | -2.0% | -4.4% |
| 30D | -0.1% | -6.9% | +6.8% | +1.7% |
| 3M | -4.3% | -7.8% | +3.5% | -2.5% |
| 6M | -8.7% | -4.9% | -3.8% | -7.8% |
| YTD | -3.5% | +7.2% | -10.6% | -5.2% |
| 1Y | +0.5% | -1.5% | +2.0% | +0.4% |
| All | +20.3% | +22.1% | -1.8% | +16.9% |
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 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