+97.2%
EFV vs EXR
-10.8%
+108.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | +0.2% | -6.9% | +7.1% | +1.8% |
| 3M | +9.6% | -3.0% | +12.6% | +10.2% |
| 6M | +14.0% | -2.9% | +17.0% | +14.5% |
| YTD | +18.5% | +9.3% | +9.2% | +15.7% |
| 1Y | +27.9% | -0.9% | +28.8% | +27.5% |
| 3Y | +92.4% | +24.7% | +67.7% | +80.4% |
| 5Y | +97.2% | -11.7% | +108.9% | +94.3% |
| All | +97.2% | -10.8% | +108.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling