+900.6%
EXEL vs EXR
+3,114.4%
-2,213.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | +2.3% | +2.7% | -0.4% | +1.0% |
| 30D | +19.8% | +18.9% | +0.9% | +9.9% |
| 3M | +32.7% | +8.4% | +24.3% | +27.2% |
| 6M | +49.0% | +14.3% | +34.7% | +38.6% |
| YTD | +63.7% | +27.2% | +36.4% | +43.3% |
| 1Y | +75.8% | +25.9% | +49.9% | +54.5% |
| 3Y | +241.3% | +54.6% | +186.7% | +157.7% |
| 5Y | +289.0% | -0.6% | +289.6% | +251.3% |
| 10Y | +377.6% | +208.5% | +169.1% | +98.9% |
| All | +900.6% | +3,114.4% | -2,213.8% | -6.1% |
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