+125.9%
EWJ vs EXR
+216.3%
-90.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | -4.3% | +18.2% | -22.5% | -7.4% |
| 3M | -6.8% | +7.3% | -14.2% | -8.2% |
| 6M | -0.9% | +13.8% | -14.7% | -3.7% |
| YTD | +14.3% | +25.9% | -11.7% | +8.8% |
| 1Y | +15.3% | +25.8% | -10.5% | +9.7% |
| 3Y | +65.6% | +53.7% | +11.9% | +49.6% |
| 5Y | +47.5% | -1.8% | +49.2% | +43.6% |
| All | +125.9% | +216.3% | -90.4% | +79.9% |
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