+39.5%
EXPE vs EXR
-0.3%
+39.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -9.3% | +5.2% | -14.5% | -11.0% |
| 30D | +0.1% | +20.9% | -20.7% | -6.7% |
| 3M | -15.3% | +7.7% | -23.0% | -17.6% |
| 6M | +5.5% | +13.2% | -7.7% | +0.7% |
| YTD | -8.0% | +26.5% | -34.4% | -16.4% |
| 1Y | +18.9% | +27.2% | -8.3% | +7.8% |
| 3Y | +135.5% | +71.5% | +64.0% | +82.8% |
| All | +39.5% | -0.3% | +39.8% | +17.9% |
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