+73.5%
BA vs EXR
+148.5%
-75.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | +1.2% | -2.6% | +3.7% | +2.2% |
| 30D | -11.6% | -7.2% | -4.4% | -9.0% |
| 3M | -2.4% | -3.5% | +1.1% | -1.2% |
| 6M | -6.6% | -5.3% | -1.3% | -4.8% |
| YTD | -2.2% | +9.4% | -11.6% | -6.2% |
| 1Y | -8.0% | +1.3% | -9.3% | -9.1% |
| 3Y | -5.0% | +22.4% | -27.4% | -16.6% |
| 5Y | -2.7% | -12.2% | +9.5% | -3.8% |
| All | +73.5% | +148.5% | -75.0% | +9.5% |
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