+1,195.0%
EWT vs EXR
+2,662.2%
-1,467.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +4.0% | -2.6% | +6.5% | +4.8% |
| 30D | +10.3% | -7.2% | +17.5% | +12.9% |
| 3M | +6.1% | -3.5% | +9.6% | +6.8% |
| 6M | +56.6% | -5.3% | +61.9% | +58.5% |
| YTD | +76.6% | +9.4% | +67.2% | +70.3% |
| 1Y | +97.9% | +1.3% | +96.5% | +95.1% |
| 3Y | +198.0% | +22.4% | +175.6% | +170.2% |
| 5Y | +151.8% | -12.2% | +164.0% | +147.8% |
| 10Y | +514.1% | +148.6% | +365.6% | +298.8% |
| All | +1,195.0% | +2,662.2% | -1,467.3% | +225.0% |
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