+120.7%
XLK vs EXR
+21.4%
+99.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | +2.3% | -3.1% | +5.4% | +2.8% |
| 30D | +0.8% | -7.5% | +8.4% | +2.0% |
| 3M | +4.1% | -7.5% | +11.6% | +5.0% |
| 6M | +34.8% | -5.2% | +39.9% | +35.0% |
| YTD | +30.8% | +6.5% | +24.3% | +28.1% |
| 1Y | +42.4% | -2.0% | +44.4% | +41.5% |
| All | +120.7% | +21.4% | +99.3% | +110.6% |
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 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