-68.6%
EOSE vs EXR
-13.9%
-54.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -1.9% |
| 7D | +15.0% | -3.1% | +18.0% | +17.1% |
| 30D | +2.5% | -7.5% | +10.0% | +7.4% |
| 3M | -33.7% | -7.5% | -26.2% | -31.5% |
| 6M | -32.7% | -5.2% | -27.5% | -31.6% |
| YTD | -63.8% | +6.5% | -70.3% | -66.3% |
| 1Y | -40.5% | -2.0% | -38.5% | -41.9% |
| 3Y | +50.4% | +21.5% | +28.8% | +24.1% |
| 5Y | -68.6% | -11.5% | -57.0% | -71.2% |
| All | -68.6% | -13.9% | -54.7% | -71.2% |
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