-28.9%
BB vs EXR
-11.8%
-17.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.6% | -2.6% | -3.1% | -4.5% |
| 30D | -11.8% | -7.2% | -4.6% | -8.9% |
| 3M | -25.5% | -3.5% | -22.0% | -25.0% |
| 6M | +121.3% | -5.3% | +126.6% | +124.3% |
| YTD | +103.2% | +9.4% | +93.8% | +91.5% |
| 1Y | +102.6% | +1.3% | +101.3% | +97.3% |
| 3Y | +37.5% | +22.4% | +15.1% | +17.7% |
| All | -28.9% | -11.8% | -17.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling