+24.6%
ESTC vs EXR
+154.1%
-129.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.1% |
| 7D | -3.6% | +1.7% | -5.3% | -4.2% |
| 30D | -11.2% | +18.0% | -29.2% | -16.7% |
| 3M | +14.3% | +9.7% | +4.7% | +10.4% |
| 6M | +67.0% | +13.4% | +53.5% | +58.7% |
| YTD | +15.7% | +26.3% | -10.6% | +4.2% |
| 1Y | -6.3% | +27.6% | -33.8% | -16.0% |
| 3Y | +14.5% | +52.2% | -37.7% | -8.9% |
| 5Y | -49.9% | -1.1% | -48.8% | -52.2% |
| All | +24.6% | +154.1% | -129.5% | -18.8% |
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 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