+163.9%
XLE vs EXR
+205.9%
-41.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -6.7% | +1.7% | -8.4% | -7.1% |
| 30D | -4.4% | +18.0% | -22.5% | -8.1% |
| 3M | +4.0% | +9.7% | -5.7% | +1.6% |
| 6M | +13.2% | +13.4% | -0.3% | +9.5% |
| YTD | +41.9% | +26.3% | +15.6% | +33.1% |
| 1Y | +41.6% | +27.6% | +14.1% | +32.5% |
| 3Y | +64.0% | +52.2% | +11.8% | +43.9% |
| 5Y | +158.1% | -1.1% | +159.2% | +149.2% |
| 10Y | +163.9% | +216.8% | -52.9% | +95.3% |
| All | +163.9% | +205.9% | -41.9% | +95.3% |
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 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