+372.7%
ETR vs EXR
+216.3%
+156.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +7.0% | +18.2% | -11.2% | +0.3% |
| 3M | +4.6% | +7.3% | -2.7% | +1.7% |
| 6M | +0.1% | +13.8% | -13.7% | -5.0% |
| YTD | +23.2% | +25.9% | -2.8% | +12.1% |
| 1Y | +20.6% | +25.8% | -5.2% | +9.7% |
| 3Y | +156.3% | +53.7% | +102.6% | +106.8% |
| 5Y | +159.6% | -1.8% | +161.4% | +147.7% |
| All | +372.7% | +216.3% | +156.4% | +166.1% |
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