-84.8%
EOSE vs EXR
+28.1%
-112.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.1% | +9.6% | +12.2% |
| 7D | +9.7% | +11.3% | -1.5% | +8.4% |
| 30D | -34.6% | +21.2% | -55.7% | -36.0% |
| 3M | -50.8% | +8.7% | -59.5% | -51.4% |
| 6M | -66.5% | +18.2% | -84.7% | -68.4% |
| YTD | -81.3% | +27.9% | -109.3% | -84.3% |
| 1Y | -84.8% | +28.3% | -113.1% | -87.3% |
| All | -84.8% | +28.1% | -112.9% | -87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling