-37.1%
BAX vs EXR
+147.0%
-184.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -9.7% | -6.9% | -2.8% | -7.3% |
| 3M | +29.3% | -3.0% | +32.2% | +30.8% |
| 6M | +40.7% | -2.9% | +43.6% | +42.3% |
| YTD | +30.3% | +9.3% | +21.0% | +26.2% |
| 1Y | +3.4% | -0.9% | +4.3% | +3.9% |
| 3Y | -32.0% | +24.7% | -56.7% | -35.7% |
| 5Y | -66.9% | -11.7% | -55.2% | -66.3% |
| 10Y | -37.1% | +148.4% | -185.5% | -50.4% |
| All | -37.1% | +147.0% | -184.1% | -50.4% |
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