+382.0%
EAT vs EXR
+147.0%
+235.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -1.2% | -6.9% | +5.7% | +1.7% |
| 3M | +52.2% | -3.0% | +55.2% | +53.9% |
| 6M | +65.0% | -2.9% | +68.0% | +66.6% |
| YTD | +55.0% | +9.3% | +45.7% | +48.5% |
| 1Y | +42.1% | -0.9% | +43.0% | +41.7% |
| 3Y | +614.7% | +24.7% | +590.0% | +527.1% |
| 5Y | +322.7% | -11.7% | +334.4% | +321.3% |
| 10Y | +382.0% | +148.4% | +233.7% | +243.0% |
| All | +382.0% | +147.0% | +235.0% | +243.0% |
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