+114.5%
XLRE vs EXR
+214.7%
-100.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.8% | -0.4% | +1.3% | +1.1% |
| 30D | +6.9% | +18.2% | -11.3% | -2.4% |
| 3M | -0.8% | +7.3% | -8.2% | -4.7% |
| 6M | +2.1% | +13.8% | -11.7% | -5.1% |
| YTD | +12.6% | +25.9% | -13.3% | -1.3% |
| 1Y | +12.5% | +25.8% | -13.3% | -1.5% |
| 3Y | +44.2% | +53.7% | -9.5% | +10.3% |
| 5Y | +9.1% | -1.8% | +10.9% | +4.8% |
| 10Y | +111.8% | +214.5% | -102.7% | +8.0% |
| All | +114.5% | +214.7% | -100.2% | +8.2% |
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