+17.4%
EIX vs EXR
+0.3%
+17.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -13.5% | -6.9% | -6.6% | -10.7% |
| 3M | -15.3% | -3.0% | -12.3% | -14.1% |
| 6M | -15.3% | -2.9% | -12.4% | -14.4% |
| YTD | +2.7% | +9.3% | -6.6% | -0.8% |
| 1Y | +17.4% | -0.9% | +18.4% | +17.3% |
| All | +17.4% | +0.3% | +17.1% | +17.3% |
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