+788.5%
XLK vs EXR
+151.8%
+636.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | -0.6% | -6.2% | +5.6% | +1.3% |
| 3M | +2.6% | -7.4% | +10.0% | +4.5% |
| 6M | +34.0% | -0.5% | +34.5% | +33.3% |
| YTD | +30.7% | +8.1% | +22.6% | +26.2% |
| 1Y | +39.2% | -2.9% | +42.1% | +38.7% |
| 3Y | +120.4% | +22.9% | +97.5% | +97.1% |
| 5Y | +148.8% | -10.2% | +159.0% | +145.9% |
| All | +788.5% | +151.8% | +636.7% | +566.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling