+551.0%
XRT vs EXR
+2,333.3%
-1,782.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | +2.5% | +2.7% | -0.2% | +1.4% |
| 30D | +10.3% | +18.9% | -8.6% | +2.5% |
| 3M | +2.4% | +8.4% | -6.0% | -1.1% |
| 6M | +10.0% | +14.3% | -4.3% | +3.7% |
| YTD | +9.5% | +27.2% | -17.7% | -1.6% |
| 1Y | +17.2% | +25.9% | -8.8% | +5.6% |
| 3Y | +62.0% | +54.6% | +7.3% | +30.9% |
| 5Y | -2.1% | -0.6% | -1.5% | -6.8% |
| 10Y | +152.6% | +208.5% | -56.0% | +36.6% |
| All | +551.0% | +2,333.3% | -1,782.2% | +15.2% |
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