+218.0%
XLE vs EXR
-11.8%
+229.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | +2.2% | -2.6% | +4.8% | +2.7% |
| 30D | +11.8% | -7.2% | +19.0% | +13.3% |
| 3M | +9.8% | -3.5% | +13.3% | +10.4% |
| 6M | +15.6% | -5.3% | +20.9% | +16.4% |
| YTD | +45.3% | +9.4% | +35.9% | +41.8% |
| 1Y | +48.3% | +1.3% | +47.0% | +46.9% |
| 3Y | +55.4% | +22.4% | +33.0% | +46.2% |
| All | +218.0% | -11.8% | +229.8% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling