+399.1%
BAC vs EXR
+148.5%
+250.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.1% | -2.6% | +3.7% | +1.9% |
| 30D | -0.4% | -7.2% | +6.8% | +1.8% |
| 3M | +16.9% | -3.5% | +20.4% | +17.9% |
| 6M | +26.6% | -5.3% | +31.9% | +28.3% |
| YTD | +15.8% | +9.4% | +6.4% | +12.2% |
| 1Y | +27.2% | +1.3% | +25.8% | +25.7% |
| 3Y | +132.4% | +22.4% | +110.0% | +112.8% |
| 5Y | +72.6% | -12.2% | +84.8% | +70.9% |
| All | +399.1% | +148.5% | +250.6% | +288.2% |
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