+188.0%
XEL vs EXR
+216.3%
-28.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.4% | -0.4% | +2.9% | +2.6% |
| 30D | +8.3% | +18.2% | -9.9% | +1.6% |
| 3M | +4.2% | +7.3% | -3.2% | +1.3% |
| 6M | +3.7% | +13.8% | -10.1% | -1.4% |
| YTD | +13.1% | +25.9% | -12.9% | +3.2% |
| 1Y | +5.0% | +25.8% | -20.8% | -4.2% |
| 3Y | +55.0% | +53.7% | +1.2% | +26.3% |
| 5Y | +51.8% | -1.8% | +53.6% | +45.3% |
| All | +188.0% | +216.3% | -28.3% | +69.1% |
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