+992.9%
EWT vs EXR
+3,090.1%
-2,097.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -3.7% | +1.7% | -5.4% | -4.2% |
| 30D | -17.2% | +18.0% | -35.2% | -21.5% |
| 3M | -7.3% | +9.7% | -17.0% | -10.3% |
| 6M | -1.5% | +13.4% | -14.9% | -6.1% |
| YTD | +49.0% | +26.3% | +22.7% | +37.0% |
| 1Y | +50.6% | +27.6% | +23.1% | +37.9% |
| 3Y | +148.9% | +52.2% | +96.7% | +110.7% |
| 5Y | +116.1% | -1.1% | +117.1% | +104.9% |
| 10Y | +427.8% | +216.8% | +211.0% | +215.8% |
| All | +992.9% | +3,090.1% | -2,097.1% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling