+377.8%
ETR vs EXR
+217.4%
+160.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | +7.7% | +18.8% | -11.1% | +0.8% |
| 3M | +5.7% | +9.9% | -4.2% | +1.8% |
| 6M | -0.3% | +12.6% | -12.9% | -5.0% |
| YTD | +23.4% | +26.5% | -3.1% | +12.1% |
| 1Y | +18.5% | +24.5% | -6.0% | +8.2% |
| 3Y | +155.6% | +52.4% | +103.1% | +107.0% |
| 5Y | +158.7% | -1.5% | +160.2% | +146.6% |
| 10Y | +377.8% | +216.0% | +161.8% | +167.5% |
| All | +377.8% | +217.4% | +160.4% | +167.5% |
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