+310.8%
ESI vs EXR
+215.3%
+95.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | -3.5% | +2.7% | -6.1% | -4.4% |
| 30D | -9.3% | +18.9% | -28.2% | -15.1% |
| 3M | -12.8% | +8.4% | -21.2% | -15.6% |
| 6M | -24.6% | +14.3% | -38.9% | -29.0% |
| YTD | +32.7% | +27.2% | +5.5% | +19.8% |
| 1Y | +20.3% | +25.9% | -5.6% | +9.0% |
| 3Y | +80.2% | +54.6% | +25.6% | +48.3% |
| 5Y | +40.0% | -0.6% | +40.6% | +33.2% |
| 10Y | +310.8% | +208.5% | +102.3% | +195.7% |
| All | +310.8% | +215.3% | +95.5% | +195.7% |
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