+182.6%
ESI vs EXR
+436.1%
-253.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.5% |
| 6M | -28.8% | +13.2% | -42.0% | -32.4% |
| YTD | +26.3% | +26.5% | -0.2% | +15.3% |
| 1Y | +18.2% | +27.2% | -9.0% | +7.8% |
| 3Y | +68.1% | +71.5% | -3.4% | +36.3% |
| 5Y | +28.8% | +0.4% | +28.4% | +22.8% |
| 10Y | +329.8% | +225.2% | +104.7% | +208.4% |
| All | +182.6% | +436.1% | -253.4% | +69.4% |
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