+167.7%
XLB vs EXR
+215.3%
-47.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.4% | +2.7% | -4.0% | -2.2% |
| 30D | +7.1% | +18.9% | -11.8% | +1.1% |
| 3M | +0.6% | +8.4% | -7.7% | -2.1% |
| 6M | +3.5% | +14.3% | -10.8% | -1.2% |
| YTD | +18.2% | +27.2% | -9.0% | +8.7% |
| 1Y | +25.6% | +25.9% | -0.3% | +15.8% |
| 3Y | +46.7% | +54.6% | -8.0% | +24.3% |
| 5Y | +30.9% | -0.6% | +31.5% | +25.8% |
| 10Y | +167.7% | +208.5% | -40.8% | +92.8% |
| All | +167.7% | +215.3% | -47.5% | +92.8% |
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