+290.8%
EWY vs EXR
+149.6%
+141.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +1.2% | -3.2% | +4.4% | +2.0% |
| 30D | +9.3% | -6.9% | +16.2% | +11.2% |
| 3M | +2.4% | -7.8% | +10.2% | +3.9% |
| 6M | +40.3% | -4.9% | +45.1% | +41.1% |
| YTD | +88.0% | +7.2% | +80.9% | +83.3% |
| 1Y | +143.8% | -1.5% | +145.3% | +142.5% |
| 3Y | +217.8% | +22.3% | +195.5% | +194.0% |
| 5Y | +142.7% | -10.9% | +153.7% | +139.6% |
| All | +290.8% | +149.6% | +141.2% | +195.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling