+740.3%
EWY vs EXR
+3,075.0%
-2,334.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +10.4% | -1.2% | +11.6% | +11.0% |
| 30D | -12.7% | +18.3% | -31.0% | -18.6% |
| 3M | -17.3% | +9.1% | -26.4% | -20.5% |
| 6M | -18.6% | +11.7% | -30.3% | -23.1% |
| YTD | +49.5% | +25.7% | +23.8% | +34.7% |
| 1Y | +55.0% | +24.9% | +30.1% | +39.8% |
| 3Y | +159.0% | +51.4% | +107.5% | +109.8% |
| 5Y | +102.5% | -1.9% | +104.4% | +89.5% |
| 10Y | +232.2% | +214.0% | +18.3% | +74.0% |
| All | +740.3% | +3,075.0% | -2,334.8% | +36.8% |
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