+127.4%
ED vs EXR
+221.5%
-94.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.6% | +5.2% | -3.6% | -0.1% |
| 30D | +13.3% | +20.9% | -7.6% | +6.2% |
| 3M | +9.7% | +7.7% | +2.0% | +6.9% |
| 6M | +12.8% | +13.2% | -0.4% | +7.9% |
| YTD | +22.3% | +26.5% | -4.2% | +12.2% |
| 1Y | +26.3% | +27.2% | -0.9% | +15.5% |
| 3Y | +45.0% | +71.5% | -26.5% | +14.8% |
| 5Y | +80.2% | +0.4% | +79.8% | +71.0% |
| All | +127.4% | +221.5% | -94.1% | +29.9% |
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