+465.4%
EWZ vs EXR
+2,662.2%
-2,196.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +6.5% | -2.6% | +9.1% | +7.7% |
| 30D | +4.8% | -7.2% | +12.0% | +8.2% |
| 3M | +9.9% | -3.5% | +13.4% | +11.2% |
| 6M | +1.9% | -5.3% | +7.2% | +3.9% |
| YTD | +20.3% | +9.4% | +11.0% | +14.8% |
| 1Y | +35.6% | +1.3% | +34.3% | +33.4% |
| 3Y | +43.4% | +22.4% | +21.0% | +25.4% |
| 5Y | +55.9% | -12.2% | +68.2% | +51.7% |
| 10Y | +84.2% | +148.6% | -64.4% | +3.0% |
| All | +465.4% | +2,662.2% | -2,196.8% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling