+145.6%
XLK vs EXR
-11.2%
+156.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.4% | -3.2% | +2.8% | +0.5% |
| 30D | -0.5% | -6.9% | +6.4% | +1.6% |
| 3M | +5.0% | -7.8% | +12.8% | +7.1% |
| 6M | +32.9% | -4.9% | +37.7% | +33.8% |
| YTD | +29.0% | +7.2% | +21.8% | +24.6% |
| 1Y | +37.8% | -1.5% | +39.4% | +36.6% |
| 3Y | +118.7% | +22.3% | +96.4% | +92.5% |
| 5Y | +145.6% | -10.9% | +156.5% | +150.5% |
| All | +145.6% | -11.2% | +156.8% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling