+629.3%
XLP vs EXR
+3,113.6%
-2,484.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +3.5% | +6.8% | -3.3% | +2.0% |
| 30D | +11.6% | +19.6% | -8.0% | +7.2% |
| 3M | +7.6% | +8.0% | -0.3% | +5.8% |
| 6M | +10.0% | +17.2% | -7.1% | +6.2% |
| YTD | +19.7% | +27.2% | -7.5% | +13.3% |
| 1Y | +23.5% | +26.1% | -2.6% | +17.0% |
| 3Y | +44.0% | +70.7% | -26.7% | +26.0% |
| 5Y | +42.7% | +1.0% | +41.7% | +38.0% |
| 10Y | +131.3% | +227.1% | -95.7% | +71.2% |
| All | +629.3% | +3,113.6% | -2,484.2% | +226.4% |
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