+142.5%
XLC vs EXR
+94.3%
+48.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.8% | -2.6% | +1.7% | -0.1% |
| 30D | +1.0% | -7.2% | +8.2% | +3.2% |
| 3M | -0.7% | -3.5% | +2.8% | +0.2% |
| 6M | -5.1% | -5.3% | +0.2% | -3.9% |
| YTD | -4.3% | +9.4% | -13.6% | -7.1% |
| 1Y | -0.6% | +1.3% | -1.9% | -1.5% |
| 3Y | +72.7% | +22.4% | +50.3% | +57.5% |
| 5Y | +38.0% | -12.2% | +50.2% | +37.8% |
| All | +142.5% | +94.3% | +48.1% | +90.5% |
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