+152.8%
BB vs EXR
+53.5%
+99.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | +1.8% | -0.4% | +2.3% | +2.0% |
| 30D | +8.1% | +18.2% | -10.1% | +1.6% |
| 3M | -1.0% | +7.3% | -8.3% | -3.6% |
| 6M | +45.9% | +13.8% | +32.1% | +37.5% |
| YTD | +134.8% | +25.9% | +108.9% | +110.1% |
| 1Y | +104.6% | +25.8% | +78.8% | +82.9% |
| 3Y | +152.8% | +53.7% | +99.1% | +81.4% |
| All | +152.8% | +53.5% | +99.3% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling