-61.4%
XE vs EXR
+13.4%
-74.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +2.8% |
| 7D | +25.1% | -1.2% | +26.3% | +24.7% |
| 30D | -11.5% | +18.3% | -29.8% | -9.1% |
| 3M | -44.7% | +9.1% | -53.7% | -45.1% |
| 6M | -64.5% | +11.7% | -76.3% | -65.1% |
| All | -61.4% | +13.4% | -74.8% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling