+60.1%
EXPD vs EXR
-1.8%
+61.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +5.5% | -0.4% | +6.0% | +5.7% |
| 30D | -0.8% | +18.2% | -19.0% | -6.2% |
| 3M | +4.1% | +7.3% | -3.2% | +1.6% |
| 6M | +25.7% | +13.8% | +11.8% | +20.0% |
| YTD | +31.4% | +25.9% | +5.5% | +20.8% |
| 1Y | +42.2% | +25.8% | +16.4% | +30.7% |
| 3Y | +77.2% | +53.7% | +23.5% | +46.3% |
| All | +60.1% | -1.8% | +61.9% | +56.3% |
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