+263.2%
BAC vs EXR
+221.5%
+41.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.2% | +5.2% | -6.4% | -2.7% |
| 30D | -7.7% | +20.9% | -28.5% | -12.8% |
| 3M | -21.2% | +7.7% | -28.9% | -23.0% |
| 6M | -6.8% | +13.2% | -20.0% | -10.5% |
| YTD | -8.7% | +26.5% | -35.2% | -15.5% |
| 1Y | -5.3% | +27.2% | -32.5% | -12.5% |
| 3Y | +87.4% | +71.5% | +15.9% | +54.1% |
| 5Y | +18.9% | +0.4% | +18.5% | +13.2% |
| All | +263.2% | +221.5% | +41.7% | +176.4% |
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