+162.2%
EFV vs EXR
+216.3%
-54.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +2.5% | -0.4% | +3.0% | +2.7% |
| 30D | +2.9% | +18.2% | -15.3% | -1.2% |
| 3M | -1.4% | +7.3% | -8.8% | -3.2% |
| 6M | +5.5% | +13.8% | -8.3% | +2.0% |
| YTD | +16.1% | +25.9% | -9.9% | +9.3% |
| 1Y | +20.3% | +25.8% | -5.5% | +13.2% |
| 3Y | +90.4% | +53.7% | +36.7% | +68.3% |
| 5Y | +93.5% | -1.8% | +95.2% | +87.4% |
| All | +162.2% | +216.3% | -54.1% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling