+239.8%
EW vs EXR
+215.3%
+24.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +12.3% | +2.7% | +9.6% | +11.3% |
| 30D | +22.9% | +18.9% | +3.9% | +16.2% |
| 3M | +16.7% | +8.4% | +8.3% | +13.6% |
| 6M | +31.0% | +14.3% | +16.6% | +25.0% |
| YTD | +22.8% | +27.2% | -4.4% | +12.8% |
| 1Y | +25.6% | +25.9% | -0.4% | +15.6% |
| 3Y | +62.0% | +54.6% | +7.3% | +35.8% |
| 5Y | -12.8% | -0.6% | -12.2% | -15.6% |
| 10Y | +239.8% | +208.5% | +31.3% | +146.5% |
| All | +239.8% | +215.3% | +24.5% | +146.5% |
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