+134.3%
ED vs EXR
+215.3%
-81.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | -0.1% | +2.7% | -2.8% | -1.0% |
| 30D | +11.6% | +18.9% | -7.4% | +5.1% |
| 3M | +10.5% | +8.4% | +2.2% | +7.5% |
| 6M | +13.2% | +14.3% | -1.1% | +8.0% |
| YTD | +22.1% | +27.2% | -5.1% | +11.8% |
| 1Y | +24.2% | +25.9% | -1.8% | +13.9% |
| 3Y | +46.9% | +54.6% | -7.7% | +21.4% |
| 5Y | +80.8% | -0.6% | +81.4% | +72.5% |
| 10Y | +134.3% | +208.5% | -74.3% | +34.4% |
| All | +134.3% | +215.3% | -81.0% | +34.4% |
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