-19.8%
XYL vs EXR
-0.3%
-19.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.3% |
| 3M | -0.3% | -3.0% | +2.7% | +0.8% |
| 6M | -11.0% | -2.9% | -8.0% | -10.4% |
| YTD | -19.2% | +9.3% | -28.5% | -20.2% |
| All | -19.8% | -0.3% | -19.5% | -21.6% |
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