+22.1%
EWZ vs EXR
+53.9%
-31.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.4% | +2.7% | -1.3% | +0.8% |
| 30D | -25.1% | +18.9% | -44.0% | -28.2% |
| 3M | -7.7% | +8.4% | -16.1% | -9.6% |
| 6M | -15.8% | +14.3% | -30.2% | -18.8% |
| YTD | +3.6% | +27.2% | -23.6% | -3.0% |
| 1Y | +5.5% | +25.9% | -20.4% | -1.0% |
| 3Y | +22.1% | +54.6% | -32.5% | +4.5% |
| All | +22.1% | +53.9% | -31.8% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling