-61.5%
EOSE vs EXR
+49.2%
-110.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.1% | +11.4% |
| 7D | +19.0% | -2.6% | +21.6% | +20.3% |
| 30D | +1.6% | -7.2% | +8.8% | +4.9% |
| 3M | -52.0% | -3.5% | -48.5% | -51.8% |
| 6M | -42.5% | -5.3% | -37.2% | -41.8% |
| YTD | -66.1% | +9.4% | -75.5% | -68.2% |
| 1Y | -47.1% | +1.3% | -48.5% | -48.7% |
| 3Y | +0.8% | +22.4% | -21.6% | -9.7% |
| 5Y | -71.7% | -12.2% | -59.4% | -72.5% |
| All | -61.5% | +49.2% | -110.6% | -31.5% |
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