+4.3%
EWZ vs EXR
+26.1%
-21.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | +5.2% | -6.7% | -2.6% |
| 30D | -24.5% | +20.9% | -45.4% | -27.9% |
| 3M | -10.7% | +7.7% | -18.4% | -12.1% |
| 6M | -19.1% | +13.2% | -32.3% | -22.0% |
| YTD | +1.6% | +26.5% | -24.9% | -7.4% |
| 1Y | +4.3% | +27.2% | -22.9% | -4.8% |
| All | +4.3% | +26.1% | -21.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling