+513.6%
EWT vs EXR
+151.8%
+361.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.7% |
| 7D | -1.1% | -1.2% | 0.0% | -0.9% |
| 30D | +4.5% | -6.2% | +10.7% | +5.8% |
| 3M | +8.3% | -7.4% | +15.7% | +9.6% |
| 6M | +54.2% | -0.5% | +54.8% | +53.7% |
| YTD | +74.6% | +8.1% | +66.5% | +70.9% |
| 1Y | +84.9% | -2.9% | +87.8% | +84.8% |
| 3Y | +197.5% | +22.9% | +174.6% | +180.0% |
| 5Y | +150.6% | -10.2% | +160.7% | +147.6% |
| All | +513.6% | +151.8% | +361.8% | +403.3% |
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