+311.7%
EXEL vs EXR
+216.3%
+95.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +13.1% | +18.2% | -5.1% | +9.7% |
| 3M | +36.3% | +7.3% | +29.0% | +34.5% |
| 6M | +34.5% | +13.8% | +20.7% | +31.2% |
| YTD | +57.4% | +25.9% | +31.5% | +50.3% |
| 1Y | +62.9% | +25.8% | +37.1% | +55.5% |
| 3Y | +229.5% | +53.7% | +175.8% | +199.5% |
| 5Y | +281.2% | -1.8% | +283.0% | +271.0% |
| All | +311.7% | +216.3% | +95.4% | +268.8% |
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