+82.9%
ED vs EXR
-0.3%
+83.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +1.6% | +5.2% | -3.6% | +0.4% |
| 30D | +13.3% | +20.9% | -7.6% | +8.1% |
| 3M | +9.7% | +7.7% | +2.0% | +7.6% |
| 6M | +12.8% | +13.2% | -0.4% | +9.3% |
| YTD | +22.3% | +26.5% | -4.2% | +15.1% |
| 1Y | +26.3% | +27.2% | -0.9% | +18.6% |
| 3Y | +45.0% | +71.5% | -26.5% | +24.0% |
| All | +82.9% | -0.3% | +83.2% | +77.6% |
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 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