+27.5%
BB vs EXR
+205.9%
-178.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +11.6% | +1.7% | +9.9% | +11.0% |
| 30D | +2.6% | +18.0% | -15.5% | -3.7% |
| 3M | +3.5% | +9.7% | -6.1% | -0.2% |
| 6M | +43.5% | +13.4% | +30.0% | +35.6% |
| YTD | +141.2% | +26.3% | +114.9% | +117.9% |
| 1Y | +97.4% | +27.6% | +69.9% | +77.4% |
| 3Y | +151.1% | +52.2% | +98.9% | +107.4% |
| 5Y | -12.8% | -1.1% | -11.7% | -16.8% |
| 10Y | +27.5% | +216.8% | -189.3% | -2.4% |
| All | +27.5% | +205.9% | -178.4% | -2.4% |
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 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