+452.3%
EWT vs EXR
+216.3%
+236.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +9.1% | -0.4% | +9.6% | +9.2% |
| 30D | -12.2% | +18.2% | -30.4% | -15.1% |
| 3M | -9.4% | +7.3% | -16.8% | -10.8% |
| 6M | +2.7% | +13.8% | -11.2% | -0.4% |
| YTD | +53.3% | +25.9% | +27.4% | +45.5% |
| 1Y | +59.2% | +25.8% | +33.4% | +51.0% |
| 3Y | +157.1% | +53.7% | +103.4% | +131.8% |
| 5Y | +119.6% | -1.8% | +121.4% | +112.9% |
| All | +452.3% | +216.3% | +236.0% | +350.0% |
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