+328.6%
EXPD vs EXR
+215.7%
+112.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +3.6% | -1.2% | +4.8% | +4.0% |
| 30D | +0.3% | +18.3% | -18.0% | -4.9% |
| 3M | +6.1% | +9.1% | -3.0% | +3.1% |
| 6M | +27.4% | +11.7% | +15.6% | +22.7% |
| YTD | +32.0% | +25.7% | +6.3% | +22.1% |
| 1Y | +40.5% | +24.9% | +15.6% | +30.2% |
| 3Y | +75.7% | +51.4% | +24.2% | +49.7% |
| 5Y | +61.7% | -1.9% | +63.7% | +55.9% |
| All | +328.6% | +215.7% | +112.8% | +208.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling