+890.3%
XLY vs EXR
+2,590.4%
-1,700.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -2.1% | -3.1% | +1.0% | -0.9% |
| 30D | -6.0% | -7.5% | +1.5% | -3.2% |
| 3M | -2.7% | -7.5% | +4.8% | -0.1% |
| 6M | -1.5% | -5.2% | +3.7% | +0.2% |
| YTD | -5.4% | +6.5% | -12.0% | -8.2% |
| 1Y | -3.8% | -2.0% | -1.8% | -3.9% |
| 3Y | +36.6% | +21.5% | +15.0% | +22.8% |
| 5Y | +27.4% | -11.5% | +38.9% | +26.8% |
| 10Y | +218.2% | +148.0% | +70.2% | +103.1% |
| All | +890.3% | +2,590.4% | -1,700.1% | +129.3% |
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 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