+855.0%
EXPE vs EXR
+1,870.5%
-1,015.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -9.5% | -2.6% | -7.0% | -8.5% |
| 30D | -6.6% | -7.2% | +0.6% | -3.5% |
| 3M | +31.4% | -3.5% | +34.9% | +33.5% |
| 6M | +35.2% | -5.3% | +40.5% | +38.0% |
| YTD | +5.8% | +9.4% | -3.5% | +0.9% |
| 1Y | +38.7% | +1.3% | +37.4% | +36.5% |
| 3Y | +175.8% | +22.4% | +153.4% | +142.9% |
| 5Y | +111.8% | -12.2% | +124.1% | +110.0% |
| 10Y | +179.7% | +148.6% | +31.1% | +60.9% |
| All | +855.0% | +1,870.5% | -1,015.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling