+528.0%
XRT vs EXR
+2,318.5%
-1,790.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.9% | +5.2% | -4.3% | -1.2% |
| 30D | +7.9% | +20.9% | -12.9% | -0.4% |
| 3M | -0.2% | +7.7% | -7.9% | -3.3% |
| 6M | +5.6% | +13.2% | -7.6% | 0.0% |
| YTD | +5.7% | +26.5% | -20.8% | -4.8% |
| 1Y | +14.6% | +27.2% | -12.6% | +2.9% |
| 3Y | +50.7% | +71.5% | -20.9% | +16.0% |
| 5Y | -4.8% | +0.4% | -5.2% | -9.8% |
| 10Y | +152.6% | +225.2% | -72.5% | +33.2% |
| All | +528.0% | +2,318.5% | -1,790.5% | +11.4% |
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