-52.2%
ESTC vs EXR
-1.5%
-50.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.6% | -1.1% | -1.5% | -2.1% |
| 30D | -8.6% | +18.8% | -27.4% | -15.5% |
| 3M | +14.4% | +9.9% | +4.4% | +9.6% |
| 6M | +73.3% | +12.6% | +60.7% | +63.7% |
| YTD | +15.7% | +26.5% | -10.8% | +1.8% |
| 1Y | -7.6% | +24.5% | -32.1% | -18.2% |
| 3Y | +14.6% | +52.4% | -37.8% | -17.3% |
| All | -52.2% | -1.5% | -50.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling