+82.6%
ED vs EXR
-1.8%
+84.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +10.4% | +18.2% | -7.8% | +5.9% |
| 3M | +12.5% | +7.3% | +5.2% | +10.5% |
| 6M | +14.9% | +13.8% | +1.1% | +11.2% |
| YTD | +24.8% | +25.9% | -1.1% | +17.6% |
| 1Y | +23.8% | +25.8% | -2.0% | +16.6% |
| 3Y | +51.6% | +53.7% | -2.1% | +33.7% |
| All | +82.6% | -1.8% | +84.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling