+367.0%
EXEL vs EXR
+147.0%
+220.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +6.7% | -6.9% | +13.6% | +8.1% |
| 3M | +11.5% | -3.0% | +14.4% | +12.0% |
| 6M | +38.8% | -2.9% | +41.7% | +39.3% |
| YTD | +31.6% | +9.3% | +22.3% | +29.0% |
| 1Y | +53.0% | -0.9% | +53.9% | +52.6% |
| 3Y | +160.8% | +24.7% | +136.1% | +146.0% |
| 5Y | +190.1% | -11.7% | +201.8% | +188.4% |
| 10Y | +367.0% | +148.4% | +218.6% | +304.4% |
| All | +367.0% | +147.0% | +220.0% | +304.4% |
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