-35.6%
BAX vs EXR
+205.9%
-241.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +3.6% | +1.7% | +1.9% | +3.0% |
| 30D | +8.5% | +18.0% | -9.5% | +2.0% |
| 3M | -4.9% | +9.7% | -14.5% | -8.2% |
| 6M | +47.0% | +13.4% | +33.5% | +40.3% |
| YTD | +38.4% | +26.3% | +12.2% | +26.9% |
| 1Y | +49.1% | +27.6% | +21.6% | +36.3% |
| 3Y | -14.9% | +52.2% | -67.0% | -24.8% |
| 5Y | -63.1% | -1.1% | -62.0% | -64.1% |
| 10Y | -35.6% | +216.8% | -252.4% | -51.8% |
| All | -35.6% | +205.9% | -241.5% | -51.8% |
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 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