+245.3%
ET vs EXR
-13.9%
+259.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | +0.6% | -3.1% | +3.7% | +1.2% |
| 30D | +5.3% | -7.5% | +12.8% | +6.8% |
| 3M | +15.6% | -7.5% | +23.2% | +17.2% |
| 6M | +20.6% | -5.2% | +25.8% | +21.5% |
| YTD | +38.5% | +6.5% | +32.0% | +36.2% |
| 1Y | +35.7% | -2.0% | +37.7% | +35.5% |
| 3Y | +98.4% | +21.5% | +76.8% | +86.3% |
| 5Y | +245.3% | -11.5% | +256.8% | +251.0% |
| All | +245.3% | -13.9% | +259.2% | +251.0% |
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