+258.3%
EFV vs EXR
+1,974.5%
-1,716.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.5% | -2.6% | +4.1% | +2.4% |
| 30D | +1.7% | -7.2% | +8.9% | +4.4% |
| 3M | +8.6% | -3.5% | +12.1% | +9.7% |
| 6M | +11.7% | -5.3% | +17.0% | +13.4% |
| YTD | +19.3% | +9.4% | +9.9% | +15.0% |
| 1Y | +30.2% | +1.3% | +28.9% | +28.6% |
| 3Y | +91.6% | +22.4% | +69.2% | +72.7% |
| 5Y | +96.4% | -12.2% | +108.6% | +93.2% |
| 10Y | +166.5% | +148.6% | +17.9% | +68.0% |
| All | +258.3% | +1,974.5% | -1,716.2% | -14.6% |
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