+6.4%
XYL vs EXR
+53.9%
-47.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.1% | +2.7% | -0.6% | +1.3% |
| 30D | -3.4% | +18.9% | -22.3% | -7.8% |
| 3M | -17.2% | +8.4% | -25.6% | -19.1% |
| 6M | -12.0% | +14.3% | -26.4% | -15.2% |
| YTD | -26.3% | +27.2% | -53.5% | -30.9% |
| 1Y | -33.5% | +25.9% | -59.4% | -37.5% |
| 3Y | +6.4% | +54.6% | -48.2% | -6.1% |
| All | +6.4% | +53.9% | -47.5% | -6.1% |
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