+54.2%
EWZ vs EXR
-1.8%
+55.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -24.4% | +18.2% | -42.6% | -27.4% |
| 3M | -4.6% | +7.3% | -11.9% | -6.3% |
| 6M | -11.6% | +13.8% | -25.4% | -14.6% |
| YTD | +2.4% | +25.9% | -23.5% | -3.7% |
| 1Y | +2.1% | +25.8% | -23.7% | -4.0% |
| 3Y | +18.7% | +53.7% | -35.0% | +4.5% |
| All | +54.2% | -1.8% | +55.9% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling