+92.0%
EXEL vs EXR
+28.1%
+63.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | +9.8% | +11.3% | -1.5% | +7.8% |
| 30D | +23.6% | +21.2% | +2.5% | +19.8% |
| 3M | +29.9% | +8.7% | +21.2% | +28.1% |
| 6M | +64.7% | +18.2% | +46.5% | +60.4% |
| YTD | +66.0% | +27.9% | +38.0% | +57.2% |
| 1Y | +92.0% | +28.3% | +63.6% | +82.5% |
| All | +92.0% | +28.1% | +63.9% | +82.5% |
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