+874.4%
XLI vs EXR
+2,662.2%
-1,787.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.1% | -2.6% | +1.5% | -0.1% |
| 30D | -5.9% | -7.2% | +1.2% | -3.4% |
| 3M | -0.3% | -3.5% | +3.2% | +0.7% |
| 6M | +0.1% | -5.3% | +5.4% | +1.7% |
| YTD | +13.6% | +9.4% | +4.2% | +9.5% |
| 1Y | +17.2% | +1.3% | +15.9% | +15.8% |
| 3Y | +68.2% | +22.4% | +45.8% | +51.4% |
| 5Y | +80.7% | -12.2% | +93.0% | +79.3% |
| 10Y | +253.3% | +148.6% | +104.7% | +129.7% |
| All | +874.4% | +2,662.2% | -1,787.8% | +138.2% |
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