+194.5%
ETSY vs EXR
+272.0%
-77.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -8.2% | -1.1% | -7.1% | -7.8% |
| 30D | +14.8% | +18.8% | -3.9% | +7.2% |
| 3M | +11.2% | +9.9% | +1.2% | +7.1% |
| 6M | +47.6% | +12.6% | +35.0% | +40.6% |
| YTD | +59.4% | +26.5% | +32.9% | +44.4% |
| 1Y | +38.6% | +24.5% | +14.1% | +26.3% |
| 3Y | +39.7% | +52.4% | -12.7% | +16.8% |
| 5Y | -65.1% | -1.5% | -63.6% | -66.1% |
| 10Y | +653.8% | +216.0% | +437.9% | +440.9% |
| All | +194.5% | +272.0% | -77.5% | +77.7% |
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