+634.0%
XLE vs EXR
+3,113.6%
-2,479.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -10.3% | +6.8% | -17.1% | -12.4% |
| 30D | -3.3% | +19.6% | -22.9% | -9.1% |
| 3M | +8.2% | +8.0% | +0.2% | +5.1% |
| 6M | +5.0% | +17.2% | -12.1% | -1.0% |
| YTD | +40.6% | +27.2% | +13.4% | +28.1% |
| 1Y | +45.0% | +26.1% | +18.9% | +32.4% |
| 3Y | +56.3% | +70.7% | -14.4% | +24.9% |
| 5Y | +152.2% | +1.0% | +151.3% | +135.8% |
| 10Y | +173.0% | +227.1% | -54.1% | +57.7% |
| All | +634.0% | +3,113.6% | -2,479.5% | +61.2% |
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