+28.4%
XLY vs EXR
-10.8%
+39.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -4.2% | -6.2% | +2.0% | -2.0% |
| 3M | -2.7% | -7.4% | +4.7% | -0.2% |
| 6M | -0.6% | -0.5% | -0.1% | -0.7% |
| YTD | -5.0% | +8.1% | -13.1% | -8.2% |
| 1Y | -4.1% | -2.9% | -1.2% | -3.9% |
| 3Y | +33.6% | +22.9% | +10.7% | +19.1% |
| All | +28.4% | -10.8% | +39.2% | +29.8% |
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 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