+22.6%
BAC vs EXR
-1.8%
+24.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.2% | -0.4% | +3.7% | +3.4% |
| 30D | -0.7% | +18.2% | -18.9% | -5.2% |
| 3M | -20.0% | +7.3% | -27.3% | -21.6% |
| 6M | +3.4% | +13.8% | -10.4% | -0.5% |
| YTD | -5.7% | +25.9% | -31.7% | -12.2% |
| 1Y | -1.4% | +25.8% | -27.2% | -8.2% |
| 3Y | +97.9% | +53.7% | +44.2% | +70.0% |
| All | +22.6% | -1.8% | +24.3% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling