+26.8%
BA vs EXR
+217.4%
-190.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | -1.1% | -0.3% | -0.9% |
| 30D | -7.9% | +18.8% | -26.7% | -14.2% |
| 3M | -25.2% | +9.9% | -35.1% | -28.1% |
| 6M | -26.7% | +12.6% | -39.4% | -30.5% |
| YTD | -19.6% | +26.5% | -46.1% | -27.4% |
| 1Y | -10.6% | +24.5% | -35.1% | -18.8% |
| 3Y | -11.2% | +52.4% | -63.7% | -29.1% |
| 5Y | -20.4% | -1.5% | -18.9% | -24.4% |
| 10Y | +26.8% | +216.0% | -189.2% | -27.0% |
| All | +26.8% | +217.4% | -190.7% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling