+886.1%
EXEL vs EXR
+3,095.3%
-2,209.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.2% |
| 30D | +18.2% | +18.8% | -0.6% | +8.5% |
| 3M | +37.7% | +9.9% | +27.8% | +31.1% |
| 6M | +42.2% | +12.6% | +29.6% | +33.3% |
| YTD | +61.3% | +26.5% | +34.8% | +41.6% |
| 1Y | +64.5% | +24.5% | +40.0% | +45.4% |
| 3Y | +236.7% | +52.4% | +184.3% | +156.1% |
| 5Y | +296.3% | -1.5% | +297.8% | +259.7% |
| 10Y | +331.1% | +216.0% | +115.1% | +77.0% |
| All | +886.1% | +3,095.3% | -2,209.3% | -7.1% |
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