+309.3%
EAT vs EXR
+215.7%
+93.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | -7.1% | -1.2% | -5.9% | -6.6% |
| 30D | -2.3% | +18.3% | -20.6% | -8.9% |
| 3M | -19.6% | +9.1% | -28.7% | -22.6% |
| 6M | +46.0% | +11.7% | +34.3% | +38.9% |
| YTD | +37.7% | +25.7% | +12.0% | +24.2% |
| 1Y | +73.8% | +24.9% | +48.9% | +57.0% |
| 3Y | +482.1% | +51.4% | +430.6% | +370.2% |
| 5Y | +362.5% | -1.9% | +364.4% | +343.0% |
| All | +309.3% | +215.7% | +93.6% | +169.0% |
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