+1,447.0%
EAT vs EXR
+3,094.9%
-1,647.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -2.6% | +5.2% | -7.8% | -5.0% |
| 30D | +11.5% | +20.9% | -9.4% | +1.4% |
| 3M | -9.1% | +7.7% | -16.8% | -12.6% |
| 6M | +40.4% | +13.2% | +27.2% | +31.4% |
| YTD | +43.9% | +26.5% | +17.5% | +26.8% |
| 1Y | +101.9% | +27.2% | +74.7% | +77.0% |
| 3Y | +489.9% | +71.5% | +418.3% | +329.1% |
| 5Y | +362.6% | +0.4% | +362.3% | +329.8% |
| 10Y | +385.7% | +225.2% | +160.5% | +135.1% |
| All | +1,447.0% | +3,094.9% | -1,647.9% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling