+90.9%
EAT vs EXR
+27.0%
+63.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -3.9% | +2.7% | -6.6% | -4.6% |
| 30D | +5.0% | +18.9% | -14.0% | +0.3% |
| 3M | -9.6% | +8.4% | -18.0% | -11.6% |
| 6M | +46.8% | +14.3% | +32.5% | +41.5% |
| YTD | +41.8% | +27.2% | +14.6% | +32.6% |
| All | +90.9% | +27.0% | +63.9% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling