+353.1%
EFA vs EXR
+2,662.2%
-2,309.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | +0.6% | -2.6% | +3.1% | +1.5% |
| 30D | +0.9% | -7.2% | +8.0% | +3.4% |
| 3M | +4.9% | -3.5% | +8.4% | +5.9% |
| 6M | +8.6% | -5.3% | +13.9% | +10.2% |
| YTD | +14.6% | +9.4% | +5.3% | +10.6% |
| 1Y | +22.6% | +1.3% | +21.3% | +21.2% |
| 3Y | +66.5% | +22.4% | +44.1% | +50.6% |
| 5Y | +54.5% | -12.2% | +66.8% | +52.7% |
| 10Y | +144.8% | +148.6% | -3.8% | +58.1% |
| All | +353.1% | +2,662.2% | -2,309.2% | +11.6% |
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 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