+955.8%
XEL vs EXR
+3,090.1%
-2,134.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.7% | +1.7% | 0.0% | +1.3% |
| 30D | +8.6% | +18.0% | -9.5% | +3.9% |
| 3M | +5.1% | +9.7% | -4.6% | +2.5% |
| 6M | +2.5% | +13.4% | -10.9% | -1.0% |
| YTD | +11.0% | +26.3% | -15.3% | +4.1% |
| 1Y | +2.7% | +27.6% | -24.8% | -3.9% |
| 3Y | +49.7% | +52.2% | -2.4% | +31.6% |
| 5Y | +46.1% | -1.1% | +47.2% | +41.4% |
| 10Y | +181.5% | +216.8% | -35.3% | +103.3% |
| All | +955.8% | +3,090.1% | -2,134.3% | +351.1% |
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 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