+179.2%
XLE vs EXR
+216.3%
-37.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | -0.4% | +5.9% | +5.5% |
| 30D | -3.9% | +18.2% | -22.2% | -7.7% |
| 3M | +7.0% | +7.3% | -0.3% | +5.1% |
| 6M | +14.2% | +13.8% | +0.4% | +10.4% |
| YTD | +48.2% | +25.9% | +22.2% | +39.1% |
| 1Y | +47.7% | +25.8% | +21.9% | +38.7% |
| 3Y | +70.0% | +53.7% | +16.3% | +48.8% |
| 5Y | +169.1% | -1.8% | +170.9% | +160.4% |
| All | +179.2% | +216.3% | -37.1% | +105.5% |
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 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