+97.6%
ET vs EXR
+24.9%
+72.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | +7.5% | -7.2% | +14.7% | +8.4% |
| 3M | +11.4% | -3.5% | +14.9% | +11.8% |
| 6M | +18.5% | -5.3% | +23.8% | +19.3% |
| YTD | +37.4% | +9.4% | +28.0% | +35.4% |
| 1Y | +30.9% | +1.3% | +29.6% | +30.3% |
| All | +97.6% | +24.9% | +72.7% | +99.9% |
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