-63.9%
XYZ vs EXR
-0.3%
-63.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | +12.1% | +5.2% | +6.9% | +8.7% |
| 30D | +12.4% | +20.9% | -8.5% | -0.5% |
| 3M | +8.2% | +7.7% | +0.5% | +3.2% |
| 6M | +20.7% | +13.2% | +7.5% | +10.8% |
| YTD | +31.3% | +26.5% | +4.8% | +11.3% |
| 1Y | +20.5% | +27.2% | -6.7% | +1.4% |
| 3Y | +72.6% | +71.5% | +1.1% | +1.0% |
| All | -63.9% | -0.3% | -63.6% | -67.9% |
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