+240.9%
XHB vs EXR
+217.4%
+23.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | +9.6% | +18.8% | -9.1% | +1.1% |
| 3M | -6.0% | +9.9% | -15.9% | -10.1% |
| 6M | +2.2% | +12.6% | -10.4% | -3.5% |
| YTD | +1.1% | +26.5% | -25.3% | -9.6% |
| 1Y | -1.7% | +24.5% | -26.2% | -11.5% |
| 3Y | +36.5% | +52.4% | -16.0% | +11.1% |
| 5Y | +33.5% | -1.5% | +35.0% | +29.0% |
| 10Y | +240.9% | +216.0% | +25.0% | +120.7% |
| All | +240.9% | +217.4% | +23.5% | +120.7% |
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 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