+64.2%
EWZ vs EXR
+215.7%
-151.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | -25.9% | +18.3% | -44.2% | -29.4% |
| 3M | -6.1% | +9.1% | -15.2% | -8.6% |
| 6M | -16.1% | +11.7% | -27.9% | -19.1% |
| YTD | +1.0% | +25.7% | -24.7% | -6.1% |
| 1Y | 0.0% | +24.9% | -25.0% | -6.9% |
| 3Y | +16.8% | +51.4% | -34.6% | +0.5% |
| 5Y | +52.1% | -1.9% | +54.0% | +46.7% |
| All | +64.2% | +215.7% | -151.5% | +14.6% |
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 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