+121.7%
EW vs EXR
+147.0%
-25.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | -3.3% | -6.9% | +3.6% | -1.1% |
| 3M | +1.0% | -3.0% | +4.0% | +1.8% |
| 6M | +6.2% | -2.9% | +9.2% | +6.8% |
| YTD | +1.7% | +9.3% | -7.6% | -1.8% |
| 1Y | +8.1% | -0.9% | +9.1% | +7.5% |
| 3Y | +17.1% | +24.7% | -7.6% | +5.3% |
| 5Y | -29.4% | -11.7% | -17.7% | -29.1% |
| 10Y | +121.7% | +148.4% | -26.7% | +67.9% |
| All | +121.7% | +147.0% | -25.3% | +67.9% |
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