+335.6%
EFA vs EXR
+3,081.1%
-2,745.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | +1.4% | +18.2% | -16.8% | -4.2% |
| 3M | -4.2% | +7.3% | -11.5% | -6.5% |
| 6M | +1.9% | +13.8% | -11.9% | -2.8% |
| YTD | +10.2% | +25.9% | -15.7% | +1.3% |
| 1Y | +12.8% | +25.8% | -13.0% | +3.7% |
| 3Y | +65.2% | +53.7% | +11.5% | +38.7% |
| 5Y | +49.8% | -1.8% | +51.6% | +42.8% |
| 10Y | +145.2% | +214.5% | -69.4% | +46.2% |
| All | +335.6% | +3,081.1% | -2,745.5% | +2.3% |
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