+3,516.6%
EW vs EXR
+3,094.9%
+421.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +11.0% | +5.2% | +5.8% | +9.7% |
| 30D | +19.1% | +20.9% | -1.8% | +13.7% |
| 3M | +14.4% | +7.7% | +6.6% | +12.2% |
| 6M | +22.8% | +13.2% | +9.6% | +18.9% |
| YTD | +19.8% | +26.5% | -6.7% | +12.6% |
| 1Y | +23.9% | +27.2% | -3.3% | +16.2% |
| 3Y | +52.2% | +71.5% | -19.3% | +31.0% |
| 5Y | -13.9% | +0.4% | -14.3% | -16.4% |
| 10Y | +241.9% | +225.2% | +16.7% | +151.8% |
| All | +3,516.6% | +3,094.9% | +421.7% | +1,490.6% |
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