-1.8%
BBWI vs EXR
+24.1%
-25.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.4% |
| 7D | -4.5% | -1.2% | -3.3% | -3.5% |
| 30D | +17.1% | +18.3% | -1.2% | +1.9% |
| 3M | +17.5% | +9.1% | +8.4% | +9.1% |
| 6M | +12.8% | +11.7% | +1.1% | +2.2% |
| YTD | +8.2% | +25.7% | -17.5% | -10.6% |
| 1Y | -1.8% | +24.9% | -26.7% | -18.7% |
| All | -1.8% | +24.1% | -25.9% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling