-33.3%
BAX vs EXR
+215.7%
-249.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.0% |
| 7D | +0.4% | -1.2% | +1.5% | +0.8% |
| 30D | +3.4% | +18.3% | -14.9% | -2.9% |
| 3M | -4.5% | +9.1% | -13.5% | -7.6% |
| 6M | +44.0% | +11.7% | +32.3% | +38.2% |
| YTD | +34.9% | +25.7% | +9.2% | +23.8% |
| 1Y | +37.9% | +24.9% | +13.0% | +27.0% |
| 3Y | -17.1% | +51.4% | -68.5% | -26.7% |
| 5Y | -64.3% | -1.9% | -62.3% | -65.1% |
| All | -33.3% | +215.7% | -249.0% | -50.7% |
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