+141.6%
BAC vs EXR
+2,662.2%
-2,520.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.7% |
| 7D | +1.1% | -2.6% | +3.7% | +2.8% |
| 30D | -0.4% | -7.2% | +6.8% | +4.4% |
| 3M | +16.9% | -3.5% | +20.4% | +19.1% |
| 6M | +26.6% | -5.3% | +31.9% | +30.0% |
| YTD | +15.8% | +9.4% | +6.4% | +7.6% |
| 1Y | +27.2% | +1.3% | +25.8% | +23.3% |
| 3Y | +132.4% | +22.4% | +110.0% | +87.5% |
| 5Y | +72.6% | -12.2% | +84.8% | +62.3% |
| 10Y | +389.7% | +148.6% | +241.2% | +86.0% |
| All | +141.6% | +2,662.2% | -2,520.6% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling