+97.9%
EWT vs EXR
+1.1%
+96.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | +4.0% | -2.6% | +6.5% | +4.1% |
| 30D | +10.3% | -7.2% | +17.5% | +10.9% |
| 3M | +6.1% | -3.5% | +9.6% | +5.6% |
| 6M | +56.6% | -5.3% | +61.9% | +54.2% |
| YTD | +76.6% | +9.4% | +67.2% | +70.8% |
| 1Y | +97.9% | +1.3% | +96.5% | +92.9% |
| All | +97.9% | +1.1% | +96.8% | +92.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling