+237.8%
XME vs EXR
+1,991.0%
-1,753.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -0.1% | -2.6% | +2.5% | +1.2% |
| 30D | +6.0% | -7.2% | +13.2% | +9.8% |
| 3M | -7.7% | -3.5% | -4.2% | -6.7% |
| 6M | +1.0% | -5.3% | +6.3% | +2.9% |
| YTD | +14.6% | +9.4% | +5.3% | +8.7% |
| 1Y | +46.0% | +1.3% | +44.6% | +43.2% |
| 3Y | +127.0% | +22.4% | +104.6% | +95.4% |
| 5Y | +175.8% | -12.2% | +188.0% | +172.6% |
| 10Y | +414.6% | +148.6% | +266.1% | +167.7% |
| All | +237.8% | +1,991.0% | -1,753.2% | -63.9% |
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