+57.8%
EWZ vs EXR
-0.3%
+58.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.5% | +5.2% | -6.7% | -2.7% |
| 30D | -24.5% | +20.9% | -45.4% | -28.0% |
| 3M | -10.7% | +7.7% | -18.4% | -12.4% |
| 6M | -19.1% | +13.2% | -32.3% | -21.7% |
| YTD | +1.6% | +26.5% | -24.9% | -4.5% |
| 1Y | +4.3% | +27.2% | -22.9% | -2.2% |
| 3Y | +19.0% | +71.5% | -52.6% | +1.7% |
| All | +57.8% | -0.3% | +58.2% | +51.8% |
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 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