-43.7%
BBWI vs EXR
+215.3%
-259.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -6.2% | +2.7% | -8.8% | -7.5% |
| 30D | +25.5% | +18.9% | +6.5% | +14.1% |
| 3M | +8.0% | +8.4% | -0.4% | +3.4% |
| 6M | +12.7% | +14.3% | -1.6% | +4.6% |
| YTD | +11.6% | +27.2% | -15.6% | -2.0% |
| 1Y | -0.9% | +25.9% | -26.8% | -12.6% |
| 3Y | -22.7% | +54.6% | -77.3% | -40.2% |
| 5Y | -67.2% | -0.6% | -66.6% | -68.6% |
| 10Y | -43.7% | +208.5% | -252.2% | -68.1% |
| All | -43.7% | +215.3% | -259.0% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling