+3,083.2%
EW vs EXR
+2,662.2%
+421.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | -0.3% | -2.6% | +2.2% | +0.3% |
| 30D | +1.0% | -7.2% | +8.2% | +2.9% |
| 3M | +2.8% | -3.5% | +6.3% | +3.6% |
| 6M | +5.5% | -5.3% | +10.8% | +6.6% |
| YTD | +5.5% | +9.4% | -3.9% | +2.7% |
| 1Y | +11.0% | +1.3% | +9.7% | +10.0% |
| 3Y | +17.7% | +22.4% | -4.7% | +9.8% |
| 5Y | -25.7% | -12.2% | -13.5% | -25.5% |
| 10Y | +132.8% | +148.6% | -15.8% | +82.0% |
| All | +3,083.2% | +2,662.2% | +421.0% | +1,350.9% |
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 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