-53.4%
BB vs EXR
+3,094.9%
-3,148.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +3.8% | +5.2% | -1.4% | +1.8% |
| 30D | -0.3% | +20.9% | -21.2% | -7.5% |
| 3M | -0.5% | +7.7% | -8.2% | -3.5% |
| 6M | +45.9% | +13.2% | +32.7% | +37.8% |
| YTD | +130.6% | +26.5% | +104.1% | +107.9% |
| 1Y | +89.2% | +27.2% | +62.0% | +69.8% |
| 3Y | +137.5% | +71.5% | +66.0% | +86.8% |
| 5Y | -20.9% | +0.4% | -21.3% | -24.4% |
| 10Y | +25.4% | +225.2% | -199.8% | -26.2% |
| All | -53.4% | +3,094.9% | -3,148.3% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling