-1.9%
BAH vs EXR
-11.8%
+9.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.2% |
| 7D | -3.2% | -2.6% | -0.7% | -2.7% |
| 30D | +2.0% | -7.2% | +9.2% | +3.7% |
| 3M | -7.6% | -3.5% | -4.1% | -6.9% |
| 6M | -5.7% | -5.3% | -0.4% | -4.7% |
| YTD | -11.7% | +9.4% | -21.1% | -13.7% |
| 1Y | -27.4% | +1.3% | -28.7% | -27.8% |
| 3Y | -32.5% | +22.4% | -55.0% | -36.6% |
| All | -1.9% | -11.8% | +9.9% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling