+173.9%
XLE vs EXR
+217.4%
-43.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | -4.0% | +18.8% | -22.8% | -7.8% |
| 3M | +4.6% | +9.9% | -5.3% | +2.2% |
| 6M | +12.3% | +12.6% | -0.3% | +8.8% |
| YTD | +44.5% | +26.5% | +18.1% | +35.6% |
| 1Y | +42.4% | +24.5% | +17.9% | +34.1% |
| 3Y | +67.0% | +52.4% | +14.6% | +46.6% |
| 5Y | +161.9% | -1.5% | +163.4% | +153.3% |
| 10Y | +173.9% | +216.0% | -42.1% | +102.1% |
| All | +173.9% | +217.4% | -43.6% | +102.1% |
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 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