+24.9%
BB vs EXR
+215.7%
-190.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.7% |
| 7D | +9.0% | -1.2% | +10.2% | +9.5% |
| 30D | +7.7% | +18.3% | -10.6% | +1.1% |
| 3M | +4.0% | +9.1% | -5.1% | +0.5% |
| 6M | +46.6% | +11.7% | +34.9% | +39.4% |
| YTD | +140.6% | +25.7% | +114.9% | +117.8% |
| 1Y | +103.1% | +24.9% | +78.2% | +84.1% |
| 3Y | +150.5% | +51.4% | +99.1% | +107.4% |
| 5Y | -15.4% | -1.9% | -13.5% | -19.1% |
| All | +24.9% | +215.7% | -190.8% | -4.0% |
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