+555.1%
XLB vs EXR
+2,662.2%
-2,107.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.4% | -2.6% | +1.2% | -0.5% |
| 30D | -0.4% | -7.2% | +6.8% | +2.3% |
| 3M | +2.0% | -3.5% | +5.5% | +3.2% |
| 6M | +1.8% | -5.3% | +7.1% | +3.6% |
| YTD | +16.6% | +9.4% | +7.2% | +12.3% |
| 1Y | +16.9% | +1.3% | +15.6% | +15.7% |
| 3Y | +32.6% | +22.4% | +10.1% | +19.7% |
| 5Y | +35.6% | -12.2% | +47.9% | +35.4% |
| 10Y | +160.0% | +148.6% | +11.5% | +68.0% |
| All | +555.1% | +2,662.2% | -2,107.2% | +53.1% |
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