+61.7%
DD vs EXR
-0.3%
+62.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +4.6% | +5.2% | -0.6% | +2.7% |
| 30D | +11.8% | +20.9% | -9.1% | +4.5% |
| 3M | +2.2% | +7.7% | -5.5% | -0.6% |
| 6M | -1.6% | +13.2% | -14.8% | -6.3% |
| YTD | +23.0% | +26.5% | -3.5% | +12.5% |
| 1Y | +26.9% | +27.2% | -0.3% | +15.8% |
| 3Y | +77.9% | +71.5% | +6.3% | +46.2% |
| All | +61.7% | -0.3% | +62.0% | +50.3% |
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