+159.6%
XLB vs EXR
+147.0%
+12.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.2% | -0.7% | +0.4% | 0.0% |
| 30D | -1.7% | -6.9% | +5.2% | +0.6% |
| 3M | +4.4% | -3.0% | +7.3% | +5.3% |
| 6M | +5.0% | -2.9% | +8.0% | +5.8% |
| YTD | +15.5% | +9.3% | +6.2% | +11.8% |
| 1Y | +14.9% | -0.9% | +15.9% | +14.7% |
| 3Y | +34.5% | +24.7% | +9.8% | +22.4% |
| 5Y | +36.5% | -11.7% | +48.2% | +36.4% |
| 10Y | +159.6% | +148.4% | +11.2% | +98.7% |
| All | +159.6% | +147.0% | +12.6% | +98.7% |
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