-64.2%
BAX vs EXR
-1.8%
-62.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +4.1% | +18.2% | -14.1% | -3.1% |
| 3M | -4.5% | +7.3% | -11.9% | -7.5% |
| 6M | +49.2% | +13.8% | +35.4% | +41.2% |
| YTD | +35.2% | +25.9% | +9.3% | +22.4% |
| 1Y | +38.3% | +25.8% | +12.5% | +25.3% |
| 3Y | -19.0% | +53.7% | -72.8% | -28.2% |
| All | -64.2% | -1.8% | -62.5% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling