-63.7%
XYZ vs EXR
-1.8%
-61.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -1.1% | -0.4% | -0.6% | -0.7% |
| 30D | +11.5% | +18.2% | -6.7% | +0.2% |
| 3M | +1.8% | +7.3% | -5.5% | -2.7% |
| 6M | +21.2% | +13.8% | +7.4% | +10.9% |
| YTD | +29.9% | +25.9% | +4.0% | +10.5% |
| 1Y | +35.8% | +25.8% | +10.0% | +15.4% |
| 3Y | +62.6% | +53.7% | +8.9% | +5.9% |
| All | -63.7% | -1.8% | -61.9% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling