-10.1%
BA vs EXR
+69.9%
-80.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.1% | +5.2% | -4.1% | -0.3% |
| 30D | -7.9% | +20.9% | -28.8% | -12.5% |
| 3M | -25.3% | +7.7% | -33.0% | -26.9% |
| 6M | -24.6% | +13.2% | -37.8% | -27.2% |
| YTD | -20.1% | +26.5% | -46.6% | -25.1% |
| 1Y | -11.8% | +27.2% | -39.0% | -17.3% |
| 3Y | -10.1% | +71.5% | -81.7% | -15.9% |
| All | -10.1% | +69.9% | -80.0% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling