+168.0%
EXEL vs EXR
+24.9%
+143.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +8.4% | -2.6% | +10.9% | +8.8% |
| 30D | +4.1% | -7.2% | +11.3% | +5.4% |
| 3M | +12.4% | -3.5% | +15.9% | +13.0% |
| 6M | +41.5% | -5.3% | +46.8% | +42.5% |
| YTD | +34.6% | +9.4% | +25.3% | +32.2% |
| 1Y | +57.9% | +1.3% | +56.5% | +56.7% |
| All | +168.0% | +24.9% | +143.1% | +154.0% |
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