+91.0%
EFV vs EXR
+51.9%
+39.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.1% | +1.7% | +0.4% | +1.7% |
| 30D | +3.1% | +18.0% | -15.0% | -1.1% |
| 3M | -1.3% | +9.7% | -11.0% | -3.6% |
| 6M | +6.0% | +13.4% | -7.4% | +2.4% |
| YTD | +15.8% | +26.3% | -10.4% | +8.8% |
| 1Y | +21.1% | +27.6% | -6.5% | +13.4% |
| 3Y | +91.0% | +52.2% | +38.8% | +70.7% |
| All | +91.0% | +51.9% | +39.1% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling