+400.3%
XYL vs EXR
+1,333.0%
-932.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +2.1% | +2.7% | -0.6% | +1.2% |
| 30D | -3.4% | +18.9% | -22.3% | -8.9% |
| 3M | -17.2% | +8.4% | -25.6% | -19.5% |
| 6M | -12.0% | +14.3% | -26.4% | -16.0% |
| YTD | -26.3% | +27.2% | -53.5% | -32.4% |
| 1Y | -33.5% | +25.9% | -59.4% | -38.8% |
| 3Y | +6.4% | +54.6% | -48.2% | -11.3% |
| 5Y | -20.9% | -0.6% | -20.3% | -23.9% |
| 10Y | +120.8% | +208.5% | -87.7% | +43.4% |
| All | +400.3% | +1,333.0% | -932.7% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling