+154.5%
EWT vs EXR
-13.9%
+168.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | +2.1% | -3.1% | +5.2% | +2.8% |
| 30D | +9.4% | -7.5% | +16.9% | +11.2% |
| 3M | +10.9% | -7.5% | +18.4% | +12.3% |
| 6M | +57.9% | -5.2% | +63.1% | +58.9% |
| YTD | +75.9% | +6.5% | +69.4% | +72.1% |
| 1Y | +89.7% | -2.0% | +91.7% | +88.9% |
| 3Y | +200.9% | +21.5% | +179.3% | +180.9% |
| 5Y | +154.5% | -11.5% | +166.0% | +155.1% |
| All | +154.5% | -13.9% | +168.4% | +155.1% |
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