+2,649.3%
XLK vs EXR
+2,660.5%
-11.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -0.1% | -6.9% | +6.9% | +2.2% |
| 3M | +2.1% | -3.0% | +5.1% | +2.6% |
| 6M | +37.2% | -2.9% | +40.1% | +37.6% |
| YTD | +30.8% | +9.3% | +21.5% | +26.0% |
| 1Y | +42.6% | -0.9% | +43.6% | +41.3% |
| 3Y | +121.8% | +24.7% | +97.1% | +98.9% |
| 5Y | +145.7% | -11.7% | +157.4% | +143.7% |
| 10Y | +782.1% | +148.4% | +633.7% | +506.7% |
| All | +2,649.3% | +2,660.5% | -11.2% | +735.2% |
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