+90.5%
BAC vs EXR
+3,094.9%
-3,004.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -1.2% | +5.2% | -6.4% | -4.4% |
| 30D | -7.7% | +20.9% | -28.5% | -18.4% |
| 3M | -21.2% | +7.7% | -28.9% | -25.1% |
| 6M | -6.8% | +13.2% | -20.0% | -14.7% |
| YTD | -8.7% | +26.5% | -35.2% | -23.0% |
| 1Y | -5.3% | +27.2% | -32.5% | -20.6% |
| 3Y | +87.4% | +71.5% | +15.9% | +20.7% |
| 5Y | +18.9% | +0.4% | +18.5% | +2.9% |
| 10Y | +273.3% | +225.2% | +48.1% | +18.0% |
| All | +90.5% | +3,094.9% | -3,004.4% | -90.4% |
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 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