+47.3%
EXPE vs EXR
-1.8%
+49.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -6.1% | +18.2% | -24.3% | -11.8% |
| 3M | -21.3% | +7.3% | -28.7% | -23.3% |
| 6M | +19.0% | +13.8% | +5.2% | +13.4% |
| YTD | -8.4% | +25.9% | -34.4% | -16.7% |
| 1Y | -2.8% | +25.8% | -28.6% | -11.5% |
| 3Y | +120.8% | +53.7% | +67.0% | +79.9% |
| All | +47.3% | -1.8% | +49.0% | +30.0% |
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 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