+224.6%
ESI vs EXR
+363.5%
-138.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.2% | +3.4% |
| 7D | +3.3% | -2.6% | +5.9% | +4.2% |
| 30D | -5.9% | -7.2% | +1.3% | -3.5% |
| 3M | -14.1% | -3.5% | -10.6% | -13.5% |
| 6M | +6.6% | -5.3% | +11.9% | +7.9% |
| YTD | +45.0% | +9.4% | +35.7% | +39.5% |
| 1Y | +41.5% | +1.3% | +40.1% | +39.6% |
| 3Y | +78.8% | +22.4% | +56.3% | +62.8% |
| 5Y | +70.9% | -12.2% | +83.1% | +71.0% |
| 10Y | +317.1% | +148.6% | +168.5% | +220.7% |
| All | +224.6% | +363.5% | -138.8% | +105.1% |
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