+169.4%
XLV vs EXR
+151.8%
+17.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.3% |
| 30D | -1.8% | -6.2% | +4.4% | -0.1% |
| 3M | +7.8% | -7.4% | +15.2% | +10.0% |
| 6M | +9.1% | -0.5% | +9.7% | +9.1% |
| YTD | +7.7% | +8.1% | -0.4% | +5.2% |
| 1Y | +20.4% | -2.9% | +23.3% | +20.8% |
| 3Y | +30.8% | +22.9% | +7.8% | +21.4% |
| 5Y | +34.6% | -10.2% | +44.8% | +34.0% |
| All | +169.4% | +151.8% | +17.6% | +109.8% |
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 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