+159.4%
ET vs EXR
+147.0%
+12.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +6.9% | -6.9% | +13.8% | +8.5% |
| 3M | +13.1% | -3.0% | +16.1% | +13.7% |
| 6M | +18.7% | -2.9% | +21.7% | +19.1% |
| YTD | +37.4% | +9.3% | +28.2% | +34.1% |
| 1Y | +34.8% | -0.9% | +35.8% | +34.3% |
| 3Y | +96.8% | +24.7% | +72.1% | +82.3% |
| 5Y | +238.2% | -11.7% | +249.9% | +235.6% |
| 10Y | +159.4% | +148.4% | +11.0% | +100.4% |
| All | +159.4% | +147.0% | +12.4% | +100.4% |
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 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