+784.2%
ETR vs EXR
+3,114.4%
-2,330.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.7% | +2.7% | -0.9% | +1.0% |
| 30D | +8.7% | +18.9% | -10.2% | +3.7% |
| 3M | +4.9% | +8.4% | -3.4% | +2.6% |
| 6M | +0.8% | +14.3% | -13.5% | -2.9% |
| YTD | +23.1% | +27.2% | -4.1% | +15.0% |
| 1Y | +17.9% | +25.9% | -8.1% | +10.3% |
| 3Y | +154.5% | +54.6% | +99.9% | +121.4% |
| 5Y | +160.3% | -0.6% | +160.9% | +151.1% |
| 10Y | +366.9% | +208.5% | +158.4% | +234.9% |
| All | +784.2% | +3,114.4% | -2,330.2% | +272.0% |
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