-29.9%
BAX vs EXR
+24.9%
-54.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.8% |
| 7D | -1.1% | -2.6% | +1.4% | +0.4% |
| 30D | -5.5% | -7.2% | +1.7% | -1.1% |
| 3M | +33.5% | -3.5% | +37.0% | +36.5% |
| 6M | +35.9% | -5.3% | +41.2% | +40.1% |
| YTD | +35.4% | +9.4% | +26.0% | +27.8% |
| 1Y | +9.8% | +1.3% | +8.4% | +8.7% |
| All | -29.9% | +24.9% | -54.8% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling