+62.8%
EXPD vs EXR
-11.8%
+74.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -1.1% | -2.6% | +1.4% | -0.3% |
| 30D | +4.1% | -7.2% | +11.3% | +6.6% |
| 3M | +17.9% | -3.5% | +21.4% | +19.2% |
| 6M | +29.2% | -5.3% | +34.5% | +31.1% |
| YTD | +27.4% | +9.4% | +18.0% | +22.8% |
| 1Y | +56.8% | +1.3% | +55.5% | +54.9% |
| 3Y | +68.0% | +22.4% | +45.6% | +50.6% |
| All | +62.8% | -11.8% | +74.6% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling