+20.0%
YUM vs EXR
-10.8%
+30.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -6.1% | -1.2% | -4.9% | -5.8% |
| 30D | -5.8% | -6.2% | +0.4% | -4.3% |
| 3M | -7.6% | -7.4% | -0.2% | -5.9% |
| 6M | -9.1% | -0.5% | -8.6% | -9.2% |
| YTD | -5.5% | +8.1% | -13.6% | -7.6% |
| 1Y | -3.7% | -2.9% | -0.8% | -3.4% |
| 3Y | +17.8% | +22.9% | -5.1% | +10.0% |
| All | +20.0% | -10.8% | +30.9% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling