+513.3%
XRT vs EXR
+1,991.0%
-1,477.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +0.8% | -2.6% | +3.4% | +1.9% |
| 30D | -4.2% | -7.2% | +3.0% | -1.1% |
| 3M | +5.1% | -3.5% | +8.6% | +6.6% |
| 6M | +2.4% | -5.3% | +7.7% | +4.6% |
| YTD | +3.2% | +9.4% | -6.2% | -1.1% |
| 1Y | +1.5% | +1.3% | +0.2% | +0.4% |
| 3Y | +40.6% | +22.4% | +18.1% | +25.0% |
| 5Y | -1.0% | -12.2% | +11.2% | -0.8% |
| 10Y | +128.4% | +148.6% | -20.2% | +35.3% |
| All | +513.3% | +1,991.0% | -1,477.7% | +15.8% |
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 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