+56.6%
EWZ vs EXR
-1.5%
+58.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -4.2% | +6.8% | -11.0% | -5.7% |
| 30D | -26.1% | +19.6% | -45.7% | -29.3% |
| 3M | -12.0% | +8.0% | -20.0% | -13.8% |
| 6M | -19.3% | +17.2% | -36.4% | -22.6% |
| YTD | +0.9% | +27.2% | -26.3% | -5.3% |
| 1Y | +3.4% | +26.1% | -22.7% | -2.8% |
| 3Y | +18.6% | +70.7% | -52.1% | +1.6% |
| 5Y | +56.6% | +1.0% | +55.6% | +49.5% |
| All | +56.6% | -1.5% | +58.1% | +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