+101.9%
EQH vs EXR
-10.8%
+112.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +0.7% | -1.2% | +1.9% | +1.1% |
| 30D | +2.8% | -6.2% | +9.0% | +5.1% |
| 3M | +23.1% | -7.4% | +30.5% | +26.0% |
| 6M | +41.4% | -0.5% | +41.9% | +41.0% |
| YTD | +14.3% | +8.1% | +6.2% | +10.6% |
| 1Y | +1.6% | -2.9% | +4.5% | +1.8% |
| 3Y | +102.7% | +22.9% | +79.8% | +79.5% |
| All | +101.9% | -10.8% | +112.7% | +100.6% |
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