+251.7%
BAC vs EXR
+215.3%
+36.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | +2.0% | +2.7% | -0.7% | +1.2% |
| 30D | -6.9% | +18.9% | -25.9% | -11.7% |
| 3M | -19.6% | +8.4% | -27.9% | -21.6% |
| 6M | -0.5% | +14.3% | -14.8% | -4.6% |
| YTD | -6.6% | +27.2% | -33.9% | -13.7% |
| 1Y | -3.0% | +25.9% | -28.9% | -10.1% |
| 3Y | +97.3% | +54.6% | +42.7% | +68.0% |
| 5Y | +21.9% | -0.6% | +22.5% | +16.4% |
| 10Y | +251.7% | +208.5% | +43.1% | +168.0% |
| All | +251.7% | +215.3% | +36.4% | +168.0% |
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