+886.2%
TER vs EXR
+221.5%
+664.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -20.5% | +5.2% | -25.7% | -21.9% |
| 30D | -47.0% | +20.9% | -67.9% | -50.5% |
| 3M | -43.3% | +7.7% | -51.0% | -45.0% |
| 6M | -42.9% | +13.2% | -56.1% | -46.1% |
| YTD | +12.9% | +26.5% | -13.6% | +2.4% |
| 1Y | +18.2% | +27.2% | -9.0% | +6.8% |
| 3Y | +151.8% | +71.5% | +80.2% | +98.7% |
| 5Y | +54.2% | +0.4% | +53.8% | +46.9% |
| All | +886.2% | +221.5% | +664.7% | +629.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling