+101.4%
XLP vs EXR
+148.5%
-47.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -2.6% | +1.5% | -0.3% |
| 30D | -0.9% | -7.2% | +6.3% | +1.1% |
| 3M | +3.8% | -3.5% | +7.3% | +4.8% |
| 6M | -1.7% | -5.3% | +3.6% | -0.4% |
| YTD | +10.3% | +9.4% | +0.9% | +7.4% |
| 1Y | +7.8% | +1.3% | +6.5% | +7.0% |
| 3Y | +27.2% | +22.4% | +4.8% | +17.9% |
| 5Y | +32.5% | -12.2% | +44.8% | +32.5% |
| All | +101.4% | +148.5% | -47.1% | +48.1% |
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 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