+55.2%
EWT vs EXR
+28.1%
+27.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.1% |
| 7D | -10.9% | +11.3% | -22.1% | -10.6% |
| 30D | -17.7% | +21.2% | -38.9% | -17.6% |
| 3M | -5.0% | +8.7% | -13.7% | -4.4% |
| 6M | +7.4% | +18.2% | -10.8% | +5.5% |
| YTD | +52.8% | +27.9% | +24.9% | +48.6% |
| 1Y | +55.2% | +28.3% | +26.9% | +50.6% |
| All | +55.2% | +28.1% | +27.1% | +50.6% |
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 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