+991.6%
EWY vs EXR
+2,662.2%
-1,670.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | +4.8% | -2.6% | +7.4% | +5.9% |
| 30D | +11.7% | -7.2% | +18.9% | +15.0% |
| 3M | -7.4% | -3.5% | -3.9% | -6.9% |
| 6M | +40.6% | -5.3% | +45.9% | +42.4% |
| YTD | +94.3% | +9.4% | +84.9% | +85.6% |
| 1Y | +164.3% | +1.3% | +163.0% | +159.4% |
| 3Y | +221.0% | +22.4% | +198.6% | +183.0% |
| 5Y | +139.1% | -12.2% | +151.4% | +133.8% |
| 10Y | +298.8% | +148.6% | +150.2% | +130.6% |
| All | +991.6% | +2,662.2% | -1,670.6% | +88.5% |
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