+208.8%
BAH vs EXR
+215.3%
-6.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | +17.3% | +18.9% | -1.7% | +11.6% |
| 3M | +14.9% | +8.4% | +6.5% | +12.2% |
| 6M | +14.2% | +14.3% | -0.1% | +9.9% |
| YTD | +5.1% | +27.2% | -22.1% | -2.3% |
| 1Y | +2.1% | +25.9% | -23.9% | -4.8% |
| 3Y | -26.0% | +54.6% | -80.6% | -36.5% |
| 5Y | +9.0% | -0.6% | +9.6% | +4.7% |
| 10Y | +208.8% | +208.5% | +0.3% | +110.5% |
| All | +208.8% | +215.3% | -6.5% | +110.5% |
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