+9.6%
EIX vs EXR
+1.1%
+8.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | -19.1% | -2.6% | -16.5% | -18.0% |
| 30D | -16.9% | -7.2% | -9.7% | -14.1% |
| 3M | -20.0% | -3.5% | -16.5% | -18.8% |
| 6M | -21.3% | -5.3% | -16.0% | -19.6% |
| YTD | -1.7% | +9.4% | -11.1% | -4.9% |
| 1Y | +9.6% | +1.3% | +8.2% | +8.7% |
| All | +9.6% | +1.1% | +8.5% | +8.7% |
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 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