+217.4%
EQH vs EXR
+94.7%
+122.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.2% |
| 7D | +1.1% | -3.1% | +4.2% | +2.4% |
| 30D | -1.1% | -7.5% | +6.4% | +2.2% |
| 3M | +25.0% | -7.5% | +32.5% | +28.9% |
| 6M | +33.9% | -5.2% | +39.1% | +36.2% |
| YTD | +11.6% | +6.5% | +5.1% | +7.7% |
| 1Y | +1.5% | -2.0% | +3.5% | +1.3% |
| 3Y | +96.7% | +21.5% | +75.2% | +70.4% |
| 5Y | +93.9% | -11.5% | +105.4% | +89.6% |
| All | +217.4% | +94.7% | +122.6% | +95.6% |
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 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