+233.8%
EXEL vs EXR
+69.9%
+163.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | +0.3% | +5.2% | -4.9% | -0.6% |
| 30D | +19.0% | +20.9% | -1.8% | +15.4% |
| 3M | +33.3% | +7.7% | +25.6% | +31.6% |
| 6M | +42.9% | +13.2% | +29.7% | +39.8% |
| YTD | +58.7% | +26.5% | +32.2% | +52.0% |
| 1Y | +70.5% | +27.2% | +43.3% | +63.1% |
| 3Y | +233.8% | +71.5% | +162.3% | +217.5% |
| All | +233.8% | +69.9% | +163.9% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling