+202.3%
EXEL vs EXR
-11.8%
+214.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +8.4% | -2.6% | +10.9% | +9.0% |
| 30D | +4.1% | -7.2% | +11.3% | +5.7% |
| 3M | +12.4% | -3.5% | +15.9% | +13.2% |
| 6M | +41.5% | -5.3% | +46.8% | +42.8% |
| YTD | +34.6% | +9.4% | +25.3% | +31.5% |
| 1Y | +57.9% | +1.3% | +56.5% | +56.6% |
| 3Y | +159.5% | +22.4% | +137.1% | +142.7% |
| All | +202.3% | -11.8% | +214.1% | +197.4% |
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