+44.4%
XLU vs EXR
-11.2%
+55.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -2.5% | -6.9% | +4.3% | -0.5% |
| 3M | -2.7% | -7.8% | +5.1% | -0.5% |
| 6M | -7.5% | -4.9% | -2.6% | -6.3% |
| YTD | +0.9% | +7.2% | -6.2% | -1.4% |
| 1Y | +3.3% | -1.5% | +4.8% | +3.2% |
| 3Y | +47.3% | +22.3% | +25.0% | +35.0% |
| 5Y | +44.4% | -10.9% | +55.3% | +45.3% |
| All | +44.4% | -11.2% | +55.6% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling