+298.0%
XLF vs EXR
+2,662.2%
-2,364.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | 0.0% | -2.6% | +2.6% | +1.4% |
| 30D | +0.2% | -7.2% | +7.4% | +4.2% |
| 3M | +11.7% | -3.5% | +15.2% | +13.5% |
| 6M | +13.8% | -5.3% | +19.1% | +16.4% |
| YTD | +7.0% | +9.4% | -2.4% | +0.9% |
| 1Y | +9.1% | +1.3% | +7.8% | +6.7% |
| 3Y | +75.6% | +22.4% | +53.2% | +47.5% |
| 5Y | +66.4% | -12.2% | +78.7% | +60.3% |
| 10Y | +250.3% | +148.6% | +101.7% | +65.5% |
| All | +298.0% | +2,662.2% | -2,364.3% | -61.6% |
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