+215.5%
XHB vs EXR
+144.7%
+70.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.3% |
| 7D | -1.9% | -3.1% | +1.2% | -0.5% |
| 30D | -8.3% | -7.5% | -0.8% | -4.9% |
| 3M | -7.1% | -7.5% | +0.4% | -3.9% |
| 6M | -5.3% | -5.2% | -0.1% | -3.0% |
| YTD | -3.2% | +6.5% | -9.7% | -6.1% |
| 1Y | -13.9% | -2.0% | -11.8% | -13.4% |
| 3Y | +24.9% | +21.5% | +3.4% | +13.0% |
| 5Y | +34.5% | -11.5% | +46.0% | +36.9% |
| 10Y | +215.5% | +148.0% | +67.5% | +123.3% |
| All | +215.5% | +144.7% | +70.7% | +123.3% |
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