+73.5%
EWJ vs EXR
+23.6%
+49.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +1.1% | -6.9% | +8.0% | +2.4% |
| 3M | +7.1% | -3.0% | +10.1% | +7.4% |
| 6M | +16.2% | -2.9% | +19.1% | +16.3% |
| YTD | +22.0% | +9.3% | +12.7% | +19.4% |
| 1Y | +26.2% | -0.9% | +27.1% | +25.6% |
| 3Y | +73.5% | +24.7% | +48.8% | +73.9% |
| All | +73.5% | +23.6% | +49.8% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling