+126.8%
BAX vs EXR
+2,662.2%
-2,535.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -1.1% | -2.6% | +1.4% | -0.5% |
| 30D | -5.5% | -7.2% | +1.7% | -3.7% |
| 3M | +33.5% | -3.5% | +37.0% | +34.8% |
| 6M | +35.9% | -5.3% | +41.2% | +37.8% |
| YTD | +35.4% | +9.4% | +26.0% | +32.5% |
| 1Y | +9.8% | +1.3% | +8.4% | +9.7% |
| 3Y | -32.7% | +22.4% | -55.1% | -35.4% |
| 5Y | -65.6% | -12.2% | -53.3% | -65.1% |
| 10Y | -34.9% | +148.6% | -183.5% | -47.6% |
| All | +126.8% | +2,662.2% | -2,535.4% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling