+199.8%
TER vs EXR
+1.1%
+198.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.7% | +5.3% |
| 7D | +0.6% | -2.6% | +3.1% | +0.4% |
| 30D | -8.3% | -7.2% | -1.1% | -8.9% |
| 3M | -12.2% | -3.5% | -8.7% | -13.7% |
| 6M | +17.0% | -5.3% | +22.3% | +11.5% |
| YTD | +84.6% | +9.4% | +75.3% | +83.5% |
| 1Y | +199.8% | +1.3% | +198.5% | +167.1% |
| All | +199.8% | +1.1% | +198.7% | +167.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling