+75.2%
XLF vs EXR
+23.6%
+51.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -0.5% | -6.9% | +6.4% | +1.1% |
| 3M | +10.6% | -3.0% | +13.6% | +11.3% |
| 6M | +14.3% | -2.9% | +17.2% | +14.8% |
| YTD | +5.5% | +9.3% | -3.8% | +3.1% |
| 1Y | +9.6% | -0.9% | +10.5% | +9.2% |
| 3Y | +75.2% | +24.7% | +50.5% | +68.5% |
| All | +75.2% | +23.6% | +51.6% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling