-31.5%
XYL vs EXR
+28.1%
-59.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +3.7% |
| 7D | +14.5% | +11.3% | +3.3% | +10.0% |
| 30D | -1.3% | +21.2% | -22.5% | -8.1% |
| 3M | -17.0% | +8.7% | -25.7% | -19.8% |
| 6M | -11.3% | +18.2% | -29.5% | -16.3% |
| YTD | -25.0% | +27.9% | -52.9% | -30.9% |
| 1Y | -31.5% | +28.3% | -59.9% | -37.2% |
| All | -31.5% | +28.1% | -59.6% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling