+270.8%
EXEL vs EXR
-0.3%
+271.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | +0.3% | +5.2% | -4.9% | -0.8% |
| 30D | +19.0% | +20.9% | -1.8% | +14.4% |
| 3M | +33.3% | +7.7% | +25.6% | +31.1% |
| 6M | +42.9% | +13.2% | +29.7% | +39.0% |
| YTD | +58.7% | +26.5% | +32.2% | +50.3% |
| 1Y | +70.5% | +27.2% | +43.3% | +61.2% |
| 3Y | +233.8% | +71.5% | +162.3% | +188.6% |
| All | +270.8% | -0.3% | +271.2% | +236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling