+174.8%
EXE vs EXR
+38.9%
+135.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | -0.4% | -7.5% | +7.2% | +1.2% |
| 3M | +9.5% | -7.5% | +17.0% | +11.0% |
| 6M | -9.3% | -5.2% | -4.2% | -8.7% |
| YTD | -10.9% | +6.5% | -17.4% | -12.8% |
| 1Y | +4.3% | -2.0% | +6.3% | +3.9% |
| 3Y | +18.8% | +21.5% | -2.7% | +7.9% |
| 5Y | +101.4% | -11.5% | +112.9% | +104.1% |
| All | +174.8% | +38.9% | +135.9% | +179.0% |
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