+172.0%
ET vs EXR
+205.9%
-33.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.9% |
| 7D | -1.9% | +1.7% | -3.6% | -2.3% |
| 30D | -3.1% | +18.0% | -21.1% | -6.5% |
| 3M | -3.9% | +9.7% | -13.6% | -5.9% |
| 6M | +4.0% | +13.4% | -9.4% | +1.0% |
| YTD | +26.4% | +26.3% | +0.1% | +19.5% |
| 1Y | +24.9% | +27.6% | -2.7% | +17.7% |
| 3Y | +85.2% | +52.2% | +33.0% | +64.4% |
| 5Y | +218.3% | -1.1% | +219.4% | +208.6% |
| 10Y | +172.0% | +216.8% | -44.9% | +101.1% |
| All | +172.0% | +205.9% | -33.9% | +101.1% |
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 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