+60.2%
EXEL vs EXR
+24.1%
+36.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +17.4% | +18.3% | -0.9% | +14.5% |
| 3M | +38.6% | +9.1% | +29.6% | +36.7% |
| 6M | +41.2% | +11.7% | +29.5% | +38.9% |
| YTD | +59.3% | +25.7% | +33.7% | +53.2% |
| 1Y | +60.2% | +24.9% | +35.3% | +53.8% |
| All | +60.2% | +24.1% | +36.1% | +53.8% |
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 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