+3.1%
BB vs EXR
+147.0%
-143.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | -12.4% | -6.9% | -5.4% | -10.0% |
| 3M | -15.3% | -3.0% | -12.3% | -14.9% |
| 6M | +128.8% | -2.9% | +131.7% | +129.5% |
| YTD | +107.7% | +9.3% | +98.4% | +98.3% |
| 1Y | +103.9% | -0.9% | +104.8% | +101.6% |
| 3Y | +72.6% | +24.7% | +47.9% | +53.5% |
| 5Y | -24.3% | -11.7% | -12.6% | -24.4% |
| 10Y | +3.1% | +148.4% | -145.2% | -14.6% |
| All | +3.1% | +147.0% | -143.9% | -14.6% |
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