+55.0%
EWZ vs EXR
-11.8%
+66.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +6.5% | -2.6% | +9.1% | +7.1% |
| 30D | +4.8% | -7.2% | +12.0% | +6.6% |
| 3M | +9.9% | -3.5% | +13.4% | +10.6% |
| 6M | +1.9% | -5.3% | +7.2% | +2.9% |
| YTD | +20.3% | +9.4% | +11.0% | +17.4% |
| 1Y | +35.6% | +1.3% | +34.3% | +34.4% |
| 3Y | +43.4% | +22.4% | +21.0% | +34.2% |
| All | +55.0% | -11.8% | +66.8% | +53.0% |
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