+349.8%
EAT vs EXR
+215.3%
+134.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -3.9% | +2.7% | -6.6% | -4.9% |
| 30D | +5.0% | +18.9% | -14.0% | -2.3% |
| 3M | -9.6% | +8.4% | -18.0% | -12.7% |
| 6M | +46.8% | +14.3% | +32.5% | +38.3% |
| YTD | +41.8% | +27.2% | +14.6% | +27.3% |
| 1Y | +98.3% | +25.9% | +72.4% | +78.4% |
| 3Y | +503.1% | +54.6% | +448.4% | +383.2% |
| 5Y | +356.7% | -0.6% | +357.3% | +335.0% |
| 10Y | +349.8% | +208.5% | +141.3% | +197.2% |
| All | +349.8% | +215.3% | +134.5% | +197.2% |
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