+127.5%
XLC vs EXR
+124.8%
+2.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.9% | +5.2% | -0.3% | +3.4% |
| 30D | -5.8% | +20.9% | -26.7% | -10.7% |
| 3M | -5.4% | +7.7% | -13.1% | -7.5% |
| 6M | -10.2% | +13.2% | -23.4% | -13.4% |
| YTD | -10.2% | +26.5% | -36.7% | -16.3% |
| 1Y | -5.6% | +27.2% | -32.8% | -12.3% |
| 3Y | +61.0% | +71.5% | -10.5% | +32.4% |
| 5Y | +35.2% | +0.4% | +34.9% | +30.1% |
| All | +127.5% | +124.8% | +2.8% | +71.5% |
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