+629.8%
ED vs EXR
+3,094.9%
-2,465.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 3M | +9.7% | +7.7% | +2.0% | +7.8% |
| 6M | +12.8% | +13.2% | -0.4% | +9.5% |
| YTD | +22.3% | +26.5% | -4.2% | +15.4% |
| 1Y | +26.3% | +27.2% | -0.9% | +18.9% |
| 3Y | +45.0% | +71.5% | -26.5% | +25.3% |
| 5Y | +80.2% | +0.4% | +79.8% | +74.0% |
| 10Y | +129.9% | +225.2% | -95.3% | +69.9% |
| All | +629.8% | +3,094.9% | -2,465.1% | +237.1% |
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 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