+83.9%
TER vs EXR
-2.2%
+86.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | +24.0% | -1.2% | +25.2% | +24.6% |
| 30D | -30.6% | +18.3% | -48.9% | -35.3% |
| 3M | -34.5% | +9.1% | -43.5% | -37.0% |
| 6M | -26.4% | +11.7% | -38.1% | -30.8% |
| YTD | +36.4% | +25.7% | +10.7% | +21.6% |
| 1Y | +47.4% | +24.9% | +22.5% | +31.6% |
| 3Y | +202.6% | +51.4% | +151.1% | +134.2% |
| 5Y | +83.9% | -1.9% | +85.8% | +76.7% |
| All | +83.9% | -2.2% | +86.0% | +76.7% |
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