+183.9%
BAH vs EXR
+147.0%
+36.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | -0.7% | -3.7% | -4.1% |
| 30D | -4.5% | -6.9% | +2.5% | -2.5% |
| 3M | -7.6% | -3.0% | -4.6% | -6.8% |
| 6M | -10.6% | -2.9% | -7.7% | -10.0% |
| YTD | -12.6% | +9.3% | -21.8% | -15.1% |
| 1Y | -27.0% | -0.9% | -26.0% | -27.2% |
| 3Y | -31.5% | +24.7% | -56.2% | -37.6% |
| 5Y | -3.8% | -11.7% | +7.9% | -4.7% |
| 10Y | +183.9% | +148.4% | +35.6% | +107.3% |
| All | +183.9% | +147.0% | +36.9% | +107.3% |
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