+14.6%
XYL vs EXR
+24.9%
-10.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | -2.6% | -2.5% | -4.4% |
| 30D | -13.2% | -7.2% | -6.0% | -11.5% |
| 3M | -3.7% | -3.5% | -0.2% | -2.8% |
| 6M | -17.7% | -5.3% | -12.4% | -16.7% |
| YTD | -21.5% | +9.4% | -30.9% | -23.3% |
| 1Y | -24.5% | +1.3% | -25.8% | -25.0% |
| All | +14.6% | +24.9% | -10.3% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling