+1,024.1%
EWT vs EXR
+3,081.1%
-2,057.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +9.1% | -0.4% | +9.6% | +9.3% |
| 30D | -12.2% | +18.2% | -30.4% | -16.9% |
| 3M | -9.4% | +7.3% | -16.8% | -11.7% |
| 6M | +2.7% | +13.8% | -11.2% | -2.2% |
| YTD | +53.3% | +25.9% | +27.4% | +41.1% |
| 1Y | +59.2% | +25.8% | +33.4% | +46.4% |
| 3Y | +157.1% | +53.7% | +103.4% | +117.0% |
| 5Y | +119.6% | -1.8% | +121.4% | +108.7% |
| 10Y | +446.9% | +214.5% | +232.4% | +228.0% |
| All | +1,024.1% | +3,081.1% | -2,057.0% | +169.2% |
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 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