-60.4%
EOSE vs EXR
+46.2%
-106.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | +14.0% | -3.2% | +17.2% | +15.6% |
| 30D | -5.9% | -6.9% | +1.0% | -3.0% |
| 3M | -34.3% | -7.8% | -26.5% | -32.6% |
| 6M | -37.8% | -4.9% | -32.9% | -37.1% |
| YTD | -65.2% | +7.2% | -72.3% | -67.0% |
| 1Y | -41.9% | -1.5% | -40.4% | -42.9% |
| 3Y | +44.6% | +22.3% | +22.3% | +29.6% |
| 5Y | -69.2% | -10.9% | -58.3% | -68.7% |
| All | -60.4% | +46.2% | -106.5% | -28.9% |
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