+225.0%
EQH vs EXR
+97.6%
+127.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.2% |
| 30D | +2.8% | -6.2% | +9.0% | +5.7% |
| 3M | +23.1% | -7.4% | +30.5% | +26.8% |
| 6M | +41.4% | -0.5% | +41.9% | +41.0% |
| YTD | +14.3% | +8.1% | +6.2% | +9.6% |
| 1Y | +1.6% | -2.9% | +4.5% | +1.8% |
| 3Y | +102.7% | +22.9% | +79.8% | +74.8% |
| 5Y | +104.5% | -10.2% | +114.7% | +98.7% |
| All | +225.0% | +97.6% | +127.4% | +99.0% |
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