+123.4%
EXPE vs EXR
+53.2%
+70.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -4.2% | -1.2% | -3.0% | -3.7% |
| 30D | -4.5% | +18.3% | -22.8% | -9.9% |
| 3M | -19.7% | +9.1% | -28.8% | -22.1% |
| 6M | +18.3% | +11.7% | +6.5% | +13.8% |
| YTD | -7.3% | +25.7% | -33.0% | -15.0% |
| 1Y | -3.9% | +24.9% | -28.8% | -11.6% |
| All | +123.4% | +53.2% | +70.1% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling