+652.4%
XLU vs EXR
+2,660.5%
-2,008.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | -0.4% | -6.9% | +6.6% | +1.6% |
| 3M | +0.5% | -3.0% | +3.5% | +1.2% |
| 6M | -5.8% | -2.9% | -2.8% | -5.2% |
| YTD | +3.1% | +9.3% | -6.1% | +0.3% |
| 1Y | +8.1% | -0.9% | +9.1% | +7.9% |
| 3Y | +50.5% | +24.7% | +25.8% | +38.5% |
| 5Y | +44.7% | -11.7% | +56.4% | +44.2% |
| 10Y | +136.8% | +148.4% | -11.6% | +77.9% |
| All | +652.4% | +2,660.5% | -2,008.0% | +210.1% |
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