+88.2%
XLRE vs EXR
+151.8%
-63.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | -2.4% | -6.2% | +3.8% | +1.1% |
| 3M | -2.5% | -7.4% | +4.9% | +1.6% |
| 6M | +4.0% | -0.5% | +4.5% | +4.0% |
| YTD | +9.3% | +8.1% | +1.2% | +4.1% |
| 1Y | +5.6% | -2.9% | +8.5% | +6.4% |
| 3Y | +31.3% | +22.9% | +8.3% | +12.8% |
| 5Y | +9.5% | -10.2% | +19.7% | +10.0% |
| All | +88.2% | +151.8% | -63.6% | +4.6% |
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