+35.4%
EIX vs EXR
+215.7%
-180.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.0% |
| 30D | +8.1% | +18.3% | -10.2% | +0.8% |
| 3M | -12.1% | +9.1% | -21.2% | -15.2% |
| 6M | -13.4% | +11.7% | -25.2% | -17.5% |
| YTD | +5.6% | +25.7% | -20.1% | -4.3% |
| 1Y | +7.8% | +24.9% | -17.1% | -2.1% |
| 3Y | +9.8% | +51.4% | -41.6% | -10.4% |
| 5Y | +18.8% | -1.9% | +20.8% | +13.7% |
| All | +35.4% | +215.7% | -180.3% | -20.4% |
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