+883.7%
BAH vs EXR
+1,431.4%
-547.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | -3.2% | -2.6% | -0.7% | -2.5% |
| 30D | +2.0% | -7.2% | +9.2% | +4.2% |
| 3M | -7.6% | -3.5% | -4.1% | -6.7% |
| 6M | -5.7% | -5.3% | -0.4% | -4.4% |
| YTD | -11.7% | +9.4% | -21.1% | -14.4% |
| 1Y | -27.4% | +1.3% | -28.7% | -28.1% |
| 3Y | -32.5% | +22.4% | -55.0% | -38.4% |
| 5Y | -3.3% | -12.2% | +8.9% | -4.3% |
| 10Y | +186.0% | +148.6% | +37.4% | +95.3% |
| All | +883.7% | +1,431.4% | -547.8% | +248.8% |
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