+432.8%
XYL vs EXR
+1,131.5%
-698.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -5.0% | -2.6% | -2.5% | -4.2% |
| 30D | -13.2% | -7.2% | -6.0% | -11.0% |
| 3M | -3.7% | -3.5% | -0.2% | -2.5% |
| 6M | -17.7% | -5.3% | -12.4% | -16.3% |
| YTD | -21.5% | +9.4% | -30.9% | -24.2% |
| 1Y | -24.5% | +1.3% | -25.8% | -25.3% |
| 3Y | +6.9% | +22.4% | -15.5% | -3.5% |
| 5Y | -18.1% | -12.2% | -5.8% | -17.8% |
| 10Y | +134.7% | +148.6% | -13.9% | +63.4% |
| All | +432.8% | +1,131.5% | -698.7% | +90.7% |
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