-27.5%
BAH vs EXR
+53.5%
-81.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +20.8% | +18.2% | +2.6% | +16.3% |
| 3M | +11.6% | +7.3% | +4.2% | +9.6% |
| 6M | +23.1% | +13.8% | +9.3% | +19.6% |
| YTD | +5.3% | +25.9% | -20.7% | -0.1% |
| 1Y | +6.1% | +25.8% | -19.7% | +0.8% |
| 3Y | -27.5% | +53.7% | -81.2% | -34.9% |
| All | -27.5% | +53.5% | -81.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling