+68.1%
ESI vs EXR
+69.9%
-1.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -8.5% | +5.2% | -13.7% | -10.1% |
| 30D | -15.7% | +20.9% | -36.5% | -21.1% |
| 3M | -18.2% | +7.7% | -25.9% | -20.4% |
| 6M | -28.8% | +13.2% | -42.0% | -32.5% |
| YTD | +26.3% | +26.5% | -0.2% | +14.3% |
| 1Y | +18.2% | +27.2% | -9.0% | +6.7% |
| 3Y | +68.1% | +71.5% | -3.4% | +33.7% |
| All | +68.1% | +69.9% | -1.8% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling