+197.1%
ESI vs EXR
+439.3%
-242.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | -3.5% | +2.7% | -6.1% | -4.3% |
| 30D | -9.3% | +18.9% | -28.2% | -14.6% |
| 3M | -12.8% | +8.4% | -21.2% | -15.4% |
| 6M | -24.6% | +14.3% | -38.9% | -28.6% |
| YTD | +32.7% | +27.2% | +5.5% | +21.0% |
| 1Y | +20.3% | +25.9% | -5.6% | +10.0% |
| 3Y | +80.2% | +54.6% | +25.6% | +51.6% |
| 5Y | +40.0% | -0.6% | +40.6% | +33.8% |
| 10Y | +310.8% | +208.5% | +102.3% | +196.7% |
| All | +197.1% | +439.3% | -242.2% | +77.8% |
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