+148.1%
EWY vs EXR
-10.8%
+158.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | +14.3% | -6.9% | +21.3% | +16.3% |
| 3M | +2.3% | -3.0% | +5.3% | +2.3% |
| 6M | +49.9% | -2.9% | +52.8% | +49.7% |
| YTD | +95.3% | +9.3% | +86.1% | +89.4% |
| 1Y | +161.7% | -0.9% | +162.7% | +159.7% |
| 3Y | +230.2% | +24.7% | +205.5% | +204.7% |
| 5Y | +148.1% | -11.7% | +159.8% | +139.6% |
| All | +148.1% | -10.8% | +158.9% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling