+147.8%
XEL vs EXR
+151.8%
-4.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | -3.9% | -6.2% | +2.3% | -1.6% |
| 3M | -2.8% | -7.4% | +4.6% | -0.1% |
| 6M | -5.4% | -0.5% | -4.8% | -5.4% |
| YTD | +3.8% | +8.1% | -4.3% | +0.4% |
| 1Y | +6.8% | -2.9% | +9.7% | +7.2% |
| 3Y | +45.6% | +22.9% | +22.6% | +29.2% |
| 5Y | +30.7% | -10.2% | +40.8% | +28.3% |
| All | +147.8% | +151.8% | -4.0% | +55.3% |
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