+137.5%
BB vs EXR
+69.9%
+67.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +3.8% | +5.2% | -1.4% | +2.1% |
| 30D | -0.3% | +20.9% | -21.2% | -6.7% |
| 3M | -0.5% | +7.7% | -8.2% | -3.1% |
| 6M | +45.9% | +13.2% | +32.7% | +38.4% |
| YTD | +130.6% | +26.5% | +104.1% | +107.7% |
| 1Y | +89.2% | +27.2% | +62.0% | +69.6% |
| 3Y | +137.5% | +71.5% | +66.0% | +82.4% |
| All | +137.5% | +69.9% | +67.6% | +82.4% |
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