+152.9%
XYL vs EXR
+151.1%
+1.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | -9.2% | -6.9% | -2.3% | -6.9% |
| 3M | -0.3% | -3.0% | +2.7% | +0.8% |
| 6M | -11.0% | -2.9% | -8.0% | -10.2% |
| YTD | -19.2% | +9.3% | -28.5% | -22.0% |
| 1Y | -21.2% | -0.9% | -20.3% | -21.4% |
| 3Y | +18.6% | +24.7% | -6.1% | +5.8% |
| 5Y | -14.3% | -11.7% | -2.6% | -14.1% |
| All | +152.9% | +151.1% | +1.8% | +81.4% |
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 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