+118.5%
EXPE vs EXR
+215.3%
-96.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -13.3% | +2.7% | -16.0% | -14.0% |
| 30D | -5.5% | +18.9% | -24.4% | -10.6% |
| 3M | -16.5% | +8.4% | -24.8% | -18.5% |
| 6M | +13.1% | +14.3% | -1.2% | +8.3% |
| YTD | -8.0% | +27.2% | -35.2% | -15.4% |
| 1Y | +1.1% | +25.9% | -24.8% | -6.7% |
| 3Y | +131.2% | +54.6% | +76.5% | +96.0% |
| 5Y | +39.8% | -0.6% | +40.4% | +34.1% |
| 10Y | +118.5% | +208.5% | -90.1% | +72.7% |
| All | +118.5% | +215.3% | -96.8% | +72.7% |
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