+9.0%
XLF vs EXR
-2.1%
+11.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -1.0% | -3.1% | +2.0% | -0.4% |
| 30D | -1.3% | -7.5% | +6.2% | +0.3% |
| 3M | +9.1% | -7.5% | +16.7% | +10.8% |
| 6M | +14.4% | -5.2% | +19.5% | +14.9% |
| YTD | +5.1% | +6.5% | -1.4% | +3.1% |
| All | +9.0% | -2.1% | +11.1% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling