+32.2%
EIX vs EXR
+215.3%
-183.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +0.7% | +2.7% | -2.0% | -0.4% |
| 30D | +8.8% | +18.9% | -10.2% | +1.1% |
| 3M | -10.9% | +8.4% | -19.3% | -13.8% |
| 6M | -10.3% | +14.3% | -24.6% | -15.3% |
| YTD | +5.8% | +27.2% | -21.4% | -4.6% |
| 1Y | +11.4% | +25.9% | -14.6% | +0.8% |
| 3Y | +11.1% | +54.6% | -43.6% | -10.2% |
| 5Y | +18.5% | -0.6% | +19.1% | +12.7% |
| 10Y | +32.2% | +208.5% | -176.3% | -22.7% |
| All | +32.2% | +215.3% | -183.0% | -22.7% |
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 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