+748.4%
ETR vs EXR
+2,662.2%
-1,913.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.1% |
| 7D | +1.4% | -2.6% | +4.0% | +2.1% |
| 30D | +1.0% | -7.2% | +8.2% | +3.0% |
| 3M | -1.3% | -3.5% | +2.2% | -0.4% |
| 6M | +1.9% | -5.3% | +7.2% | +3.2% |
| YTD | +18.2% | +9.4% | +8.8% | +15.0% |
| 1Y | +24.7% | +1.3% | +23.4% | +23.6% |
| 3Y | +150.7% | +22.4% | +128.3% | +131.8% |
| 5Y | +127.0% | -12.2% | +139.3% | +126.3% |
| 10Y | +295.5% | +148.6% | +146.9% | +199.5% |
| All | +748.4% | +2,662.2% | -1,913.8% | +272.1% |
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 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