+150.0%
EWT vs EXR
+54.0%
+96.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -3.7% | +1.7% | -5.4% | -3.9% |
| 30D | -17.2% | +18.0% | -35.2% | -19.8% |
| 3M | -7.3% | +9.7% | -17.0% | -9.0% |
| 6M | -1.5% | +13.4% | -14.9% | -4.5% |
| YTD | +49.0% | +26.3% | +22.7% | +40.4% |
| 1Y | +50.6% | +27.6% | +23.1% | +41.5% |
| All | +150.0% | +54.0% | +96.0% | +121.2% |
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