+662.6%
ETSY vs EXR
+216.3%
+446.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +7.3% | +18.2% | -10.9% | +0.1% |
| 3M | +10.3% | +7.3% | +3.0% | +7.2% |
| 6M | +55.1% | +13.8% | +41.2% | +46.8% |
| YTD | +60.5% | +25.9% | +34.6% | +45.2% |
| 1Y | +52.2% | +25.8% | +26.4% | +37.6% |
| 3Y | +40.8% | +53.7% | -12.9% | +16.5% |
| 5Y | -67.3% | -1.8% | -65.5% | -68.2% |
| All | +662.6% | +216.3% | +446.3% | +512.9% |
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 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