+31.8%
BA vs EXR
+221.5%
-189.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +1.1% | +5.2% | -4.1% | -1.0% |
| 30D | -7.9% | +20.9% | -28.8% | -14.9% |
| 3M | -25.3% | +7.7% | -33.0% | -27.6% |
| 6M | -24.6% | +13.2% | -37.8% | -28.6% |
| YTD | -20.1% | +26.5% | -46.6% | -27.9% |
| 1Y | -11.8% | +27.2% | -39.0% | -20.5% |
| 3Y | -10.1% | +71.5% | -81.7% | -32.1% |
| 5Y | -22.7% | +0.4% | -23.1% | -27.4% |
| All | +31.8% | +221.5% | -189.7% | -23.1% |
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