-67.1%
ETSY vs EXR
-13.9%
-53.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -0.9% |
| 7D | -12.9% | -3.1% | -9.8% | -11.4% |
| 30D | -11.5% | -7.5% | -3.9% | -7.6% |
| 3M | +3.5% | -7.5% | +11.0% | +8.0% |
| 6M | +27.6% | -5.2% | +32.8% | +30.7% |
| YTD | +28.4% | +6.5% | +21.9% | +23.0% |
| 1Y | +27.1% | -2.0% | +29.1% | +27.9% |
| 3Y | +6.0% | +21.5% | -15.5% | -8.7% |
| 5Y | -67.1% | -11.5% | -55.6% | -65.2% |
| All | -67.1% | -13.9% | -53.3% | -65.2% |
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