+306.8%
ESI vs EXR
+147.0%
+159.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | -4.2% | -6.9% | +2.7% | -1.6% |
| 3M | -9.6% | -3.0% | -6.6% | -9.1% |
| 6M | +18.3% | -2.9% | +21.3% | +18.8% |
| YTD | +45.8% | +9.3% | +36.6% | +39.8% |
| 1Y | +39.2% | -0.9% | +40.1% | +38.2% |
| 3Y | +86.3% | +24.7% | +61.6% | +66.3% |
| 5Y | +76.2% | -11.7% | +87.9% | +75.9% |
| 10Y | +306.8% | +148.4% | +158.4% | +202.9% |
| All | +306.8% | +147.0% | +159.8% | +202.9% |
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