+301.7%
EXPD vs EXR
+221.5%
+80.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -7.2% | +5.2% | -12.4% | -8.6% |
| 30D | -3.3% | +20.9% | -24.1% | -8.8% |
| 3M | +3.4% | +7.7% | -4.3% | +0.9% |
| 6M | +22.7% | +13.2% | +9.5% | +17.7% |
| YTD | +24.5% | +26.5% | -1.9% | +15.1% |
| 1Y | +38.6% | +27.2% | +11.4% | +27.8% |
| 3Y | +71.5% | +71.5% | 0.0% | +40.3% |
| 5Y | +56.2% | +0.4% | +55.9% | +49.7% |
| All | +301.7% | +221.5% | +80.2% | +193.0% |
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