+160.3%
ETR vs EXR
-0.5%
+160.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.7% | +2.7% | -0.9% | +1.0% |
| 30D | +8.7% | +18.9% | -10.2% | +3.5% |
| 3M | +4.9% | +8.4% | -3.4% | +2.5% |
| 6M | +0.8% | +14.3% | -13.5% | -3.1% |
| YTD | +23.1% | +27.2% | -4.1% | +14.7% |
| 1Y | +17.9% | +25.9% | -8.1% | +10.1% |
| 3Y | +154.5% | +54.6% | +99.9% | +117.6% |
| 5Y | +160.3% | -0.6% | +160.9% | +145.9% |
| All | +160.3% | -0.5% | +160.7% | +145.9% |
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 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