-36.8%
BAX vs EXR
+221.5%
-258.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +12.1% | +5.2% | +6.9% | +10.2% |
| 30D | +7.6% | +20.9% | -13.3% | +0.3% |
| 3M | -4.5% | +7.7% | -12.2% | -7.2% |
| 6M | +52.0% | +13.2% | +38.8% | +45.2% |
| YTD | +35.1% | +26.5% | +8.7% | +23.9% |
| 1Y | +43.7% | +27.2% | +16.5% | +31.5% |
| 3Y | -20.9% | +71.5% | -92.5% | -32.4% |
| 5Y | -63.5% | +0.4% | -63.9% | -64.7% |
| All | -36.8% | +221.5% | -258.3% | -52.3% |
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