-65.6%
XE vs EXR
+15.4%
-81.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.1% | -11.5% | -7.7% |
| 7D | -12.9% | +11.3% | -24.2% | -11.2% |
| 30D | -30.3% | +21.2% | -51.4% | -28.0% |
| 3M | -45.9% | +8.7% | -54.6% | -47.0% |
| 6M | -66.2% | +18.2% | -84.4% | -67.8% |
| All | -65.6% | +15.4% | -81.0% | -66.7% |
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