+83.6%
ET vs EXR
+53.9%
+29.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -4.4% | +2.7% | -7.1% | -4.7% |
| 30D | -4.8% | +18.9% | -23.7% | -6.9% |
| 3M | -3.4% | +8.4% | -11.8% | -4.4% |
| 6M | +2.2% | +14.3% | -12.1% | +0.3% |
| YTD | +24.2% | +27.2% | -3.0% | +19.8% |
| 1Y | +24.5% | +25.9% | -1.4% | +20.3% |
| 3Y | +83.6% | +54.6% | +29.0% | +73.9% |
| All | +83.6% | +53.9% | +29.7% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling