+312.6%
EXPD vs EXR
+148.5%
+164.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.1% | -2.6% | +1.4% | -0.4% |
| 30D | +4.1% | -7.2% | +11.3% | +6.4% |
| 3M | +17.9% | -3.5% | +21.4% | +19.1% |
| 6M | +29.2% | -5.3% | +34.5% | +30.9% |
| YTD | +27.4% | +9.4% | +18.0% | +23.3% |
| 1Y | +56.8% | +1.3% | +55.5% | +55.1% |
| 3Y | +68.0% | +22.4% | +45.6% | +53.4% |
| 5Y | +61.9% | -12.2% | +74.1% | +61.6% |
| All | +312.6% | +148.5% | +164.1% | +217.4% |
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 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