+207.8%
TER vs EXR
+53.2%
+154.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +24.0% | -1.2% | +25.2% | +24.3% |
| 30D | -30.6% | +18.3% | -48.9% | -33.7% |
| 3M | -34.5% | +9.1% | -43.5% | -36.0% |
| 6M | -26.4% | +11.7% | -38.1% | -29.4% |
| YTD | +36.4% | +25.7% | +10.7% | +25.1% |
| 1Y | +47.4% | +24.9% | +22.5% | +35.3% |
| All | +207.8% | +53.2% | +154.6% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling