+658.5%
XLE vs EXR
+2,662.2%
-2,003.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | +2.2% | -2.6% | +4.8% | +3.1% |
| 30D | +11.8% | -7.2% | +19.0% | +14.5% |
| 3M | +9.8% | -3.5% | +13.3% | +10.9% |
| 6M | +15.6% | -5.3% | +20.9% | +16.8% |
| YTD | +45.3% | +9.4% | +35.9% | +39.5% |
| 1Y | +48.3% | +1.3% | +47.0% | +45.8% |
| 3Y | +55.4% | +22.4% | +33.0% | +39.4% |
| 5Y | +216.1% | -12.2% | +228.3% | +209.5% |
| 10Y | +178.4% | +148.6% | +29.8% | +77.1% |
| All | +658.5% | +2,662.2% | -2,003.8% | +75.7% |
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