+551.9%
XLB vs EXR
+3,094.9%
-2,543.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.5% | +5.2% | -6.7% | -3.3% |
| 30D | +6.1% | +20.9% | -14.8% | -1.1% |
| 3M | 0.0% | +7.7% | -7.7% | -2.8% |
| 6M | 0.0% | +13.2% | -13.2% | -4.7% |
| YTD | +16.0% | +26.5% | -10.5% | +5.9% |
| 1Y | +24.7% | +27.2% | -2.5% | +13.6% |
| 3Y | +40.4% | +71.5% | -31.2% | +11.9% |
| 5Y | +30.7% | +0.4% | +30.3% | +24.3% |
| 10Y | +173.3% | +225.2% | -51.9% | +60.1% |
| All | +551.9% | +3,094.9% | -2,543.0% | +44.3% |
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 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