+571.6%
XLP vs EXR
+2,662.2%
-2,090.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | -2.6% | +1.5% | -0.5% |
| 30D | -0.9% | -7.2% | +6.3% | +0.8% |
| 3M | +3.8% | -3.5% | +7.3% | +4.6% |
| 6M | -1.7% | -5.3% | +3.6% | -0.7% |
| YTD | +10.3% | +9.4% | +0.9% | +7.9% |
| 1Y | +7.8% | +1.3% | +6.5% | +7.2% |
| 3Y | +27.2% | +22.4% | +4.8% | +19.6% |
| 5Y | +32.5% | -12.2% | +44.8% | +32.1% |
| 10Y | +101.8% | +148.6% | -46.8% | +58.0% |
| All | +571.6% | +2,662.2% | -2,090.6% | +210.8% |
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