+99.4%
DD vs EXR
+215.7%
-116.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +6.7% | -1.2% | +7.9% | +7.2% |
| 30D | +19.4% | +18.3% | +1.1% | +13.0% |
| 3M | +7.6% | +9.1% | -1.4% | +4.5% |
| 6M | +2.9% | +11.7% | -8.9% | -1.2% |
| YTD | +29.9% | +25.7% | +4.2% | +19.9% |
| 1Y | +28.6% | +24.9% | +3.7% | +19.0% |
| 3Y | +90.0% | +51.4% | +38.6% | +64.1% |
| 5Y | +68.1% | -1.9% | +70.1% | +62.1% |
| All | +99.4% | +215.7% | -116.3% | +48.6% |
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