+151.1%
ETR vs EXR
+23.6%
+127.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +1.9% | -6.9% | +8.8% | +3.5% |
| 3M | +1.0% | -3.0% | +4.0% | +1.6% |
| 6M | +4.8% | -2.9% | +7.8% | +5.4% |
| YTD | +19.5% | +9.3% | +10.3% | +17.2% |
| 1Y | +28.1% | -0.9% | +29.0% | +28.0% |
| 3Y | +151.1% | +24.7% | +126.4% | +146.9% |
| All | +151.1% | +23.6% | +127.5% | +146.9% |
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