+1,624.2%
EAT vs EXR
+2,662.2%
-1,038.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | 0.0% | -2.6% | +2.6% | +1.3% |
| 30D | +1.9% | -7.2% | +9.1% | +5.6% |
| 3M | +68.7% | -3.5% | +72.2% | +71.3% |
| 6M | +66.9% | -5.3% | +72.2% | +70.8% |
| YTD | +60.4% | +9.4% | +51.1% | +52.1% |
| 1Y | +44.0% | +1.3% | +42.7% | +41.7% |
| 3Y | +604.7% | +22.4% | +582.3% | +507.6% |
| 5Y | +347.0% | -12.2% | +359.3% | +342.3% |
| 10Y | +390.8% | +148.6% | +242.2% | +171.7% |
| All | +1,624.2% | +2,662.2% | -1,038.1% | +140.7% |
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