+151.4%
EXE vs EXR
+64.0%
+87.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +3.6% | -1.2% | +4.8% | +3.8% |
| 30D | -4.3% | +18.3% | -22.6% | -7.6% |
| 3M | -7.7% | +9.1% | -16.7% | -9.3% |
| 6M | -7.2% | +11.7% | -19.0% | -9.6% |
| YTD | -18.5% | +25.7% | -44.2% | -22.9% |
| 1Y | -24.4% | +24.9% | -49.3% | -28.4% |
| 3Y | +21.6% | +51.4% | -29.9% | +4.9% |
| 5Y | +77.3% | -1.9% | +79.3% | +72.9% |
| All | +151.4% | +64.0% | +87.4% | +146.6% |
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