+307.9%
EWY vs EXR
+148.1%
+159.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | +6.7% | -3.1% | +9.7% | +7.5% |
| 30D | +17.0% | -7.5% | +24.5% | +19.2% |
| 3M | +3.7% | -7.5% | +11.2% | +5.1% |
| 6M | +42.5% | -5.2% | +47.7% | +43.4% |
| YTD | +96.2% | +6.5% | +89.7% | +91.6% |
| 1Y | +160.4% | -2.0% | +162.4% | +159.3% |
| 3Y | +231.7% | +21.5% | +210.1% | +207.4% |
| 5Y | +153.3% | -11.5% | +164.8% | +150.4% |
| All | +307.9% | +148.1% | +159.8% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling