+49.5%
EQT vs EXR
+149.6%
-100.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | +1.1% | -6.9% | +8.0% | +2.6% |
| 3M | +4.8% | -7.8% | +12.6% | +6.4% |
| 6M | -10.6% | -4.9% | -5.7% | -10.0% |
| YTD | +3.4% | +7.2% | -3.7% | +1.2% |
| 1Y | +8.7% | -1.5% | +10.2% | +8.2% |
| 3Y | +35.0% | +22.3% | +12.7% | +25.5% |
| 5Y | +204.2% | -10.9% | +215.2% | +202.5% |
| All | +49.5% | +149.6% | -100.1% | +18.9% |
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