+1,458.7%
ET vs EXR
+2,032.0%
-573.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.9% | -2.6% | +3.5% | +1.5% |
| 30D | +7.5% | -7.2% | +14.7% | +9.4% |
| 3M | +11.4% | -3.5% | +14.9% | +12.2% |
| 6M | +18.5% | -5.3% | +23.8% | +19.7% |
| YTD | +37.4% | +9.4% | +28.0% | +33.6% |
| 1Y | +30.9% | +1.3% | +29.6% | +29.6% |
| 3Y | +98.7% | +22.4% | +76.3% | +83.8% |
| 5Y | +230.7% | -12.2% | +242.9% | +227.3% |
| 10Y | +175.6% | +148.6% | +27.0% | +102.2% |
| All | +1,458.7% | +2,032.0% | -573.3% | +497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling