+723.0%
EXEL vs EXR
+2,662.2%
-1,939.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +8.4% | -2.6% | +10.9% | +9.7% |
| 30D | +4.1% | -7.2% | +11.3% | +8.0% |
| 3M | +12.4% | -3.5% | +15.9% | +14.1% |
| 6M | +41.5% | -5.3% | +46.8% | +44.5% |
| YTD | +34.6% | +9.4% | +25.3% | +27.3% |
| 1Y | +57.9% | +1.3% | +56.5% | +54.6% |
| 3Y | +159.5% | +22.4% | +137.1% | +119.2% |
| 5Y | +198.5% | -12.2% | +210.7% | +186.0% |
| 10Y | +411.4% | +148.6% | +262.8% | +138.4% |
| All | +723.0% | +2,662.2% | -1,939.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling