+114.9%
EWT vs EXR
-1.1%
+116.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -3.7% | +1.7% | -5.4% | -4.0% |
| 30D | -17.2% | +18.0% | -35.2% | -20.1% |
| 3M | -7.3% | +9.7% | -17.0% | -9.2% |
| 6M | -1.5% | +13.4% | -14.9% | -4.7% |
| YTD | +49.0% | +26.3% | +22.7% | +40.3% |
| 1Y | +50.6% | +27.6% | +23.1% | +41.4% |
| 3Y | +148.9% | +52.2% | +96.7% | +120.4% |
| All | +114.9% | -1.1% | +116.0% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling