+111.4%
XLK vs EXR
-1.8%
+113.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | -10.6% | +18.2% | -28.8% | -14.9% |
| 3M | -10.6% | +7.3% | -18.0% | -12.6% |
| 6M | -3.5% | +13.8% | -17.3% | -7.7% |
| YTD | +18.7% | +25.9% | -7.2% | +9.3% |
| 1Y | +19.4% | +25.8% | -6.4% | +9.9% |
| 3Y | +94.5% | +53.7% | +40.7% | +58.0% |
| All | +111.4% | -1.8% | +113.2% | +104.1% |
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