-3.9%
EXPE vs EXR
+24.1%
-28.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -4.2% | -1.2% | -3.0% | -3.6% |
| 30D | -4.5% | +18.3% | -22.8% | -10.4% |
| 3M | -19.7% | +9.1% | -28.8% | -22.9% |
| 6M | +18.3% | +11.7% | +6.5% | +13.4% |
| YTD | -7.3% | +25.7% | -33.0% | -19.3% |
| 1Y | -3.9% | +24.9% | -28.8% | -16.0% |
| All | -3.9% | +24.1% | -28.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling