+127.1%
XRT vs EXR
+148.5%
-21.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +0.8% | -2.6% | +3.4% | +1.7% |
| 30D | -4.2% | -7.2% | +3.0% | -1.7% |
| 3M | +5.1% | -3.5% | +8.6% | +6.3% |
| 6M | +2.4% | -5.3% | +7.7% | +4.1% |
| YTD | +3.2% | +9.4% | -6.2% | -0.2% |
| 1Y | +1.5% | +1.3% | +0.2% | +0.7% |
| 3Y | +40.6% | +22.4% | +18.1% | +28.9% |
| 5Y | -1.0% | -12.2% | +11.2% | -0.5% |
| All | +127.1% | +148.5% | -21.3% | +75.1% |
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 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