+162.7%
EFV vs EXR
+149.6%
+13.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.0% | -3.2% | +1.2% | -1.2% |
| 30D | -0.2% | -6.9% | +6.7% | +1.5% |
| 3M | +9.1% | -7.8% | +16.9% | +11.1% |
| 6M | +11.7% | -4.9% | +16.6% | +12.8% |
| YTD | +17.0% | +7.2% | +9.9% | +14.7% |
| 1Y | +26.7% | -1.5% | +28.2% | +26.5% |
| 3Y | +90.2% | +22.3% | +67.9% | +77.8% |
| 5Y | +96.1% | -10.9% | +107.0% | +94.2% |
| All | +162.7% | +149.6% | +13.1% | +109.1% |
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 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