-58.9%
BB vs EXR
+2,662.2%
-2,721.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.6% | -2.6% | -3.1% | -4.7% |
| 30D | -11.8% | -7.2% | -4.6% | -9.3% |
| 3M | -25.5% | -3.5% | -22.0% | -25.0% |
| 6M | +121.3% | -5.3% | +126.6% | +124.2% |
| YTD | +103.2% | +9.4% | +93.8% | +94.1% |
| 1Y | +102.6% | +1.3% | +101.3% | +98.7% |
| 3Y | +37.5% | +22.4% | +15.1% | +23.3% |
| 5Y | -30.4% | -12.2% | -18.2% | -30.0% |
| 10Y | 0.0% | +148.6% | -148.6% | -34.7% |
| All | -58.9% | +2,662.2% | -2,721.2% | -90.3% |
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