+560.4%
ED vs EXR
+2,662.2%
-2,101.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.4% |
| 30D | -0.1% | -7.2% | +7.1% | +1.6% |
| 3M | +3.9% | -3.5% | +7.4% | +4.8% |
| 6M | -3.0% | -5.3% | +2.3% | -2.0% |
| YTD | +10.7% | +9.4% | +1.3% | +8.1% |
| 1Y | +13.3% | +1.3% | +12.0% | +12.5% |
| 3Y | +34.5% | +22.4% | +12.1% | +25.8% |
| 5Y | +67.1% | -12.2% | +79.4% | +66.4% |
| 10Y | +103.0% | +148.6% | -45.5% | +58.8% |
| All | +560.4% | +2,662.2% | -2,101.8% | +215.7% |
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