-67.5%
BBWI vs EXR
-1.8%
-65.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.1% | -0.4% | +0.6% | +0.4% |
| 30D | +12.9% | +18.2% | -5.3% | +3.3% |
| 3M | +16.0% | +7.3% | +8.7% | +11.7% |
| 6M | +16.6% | +13.8% | +2.8% | +8.8% |
| YTD | +9.7% | +25.9% | -16.2% | -2.5% |
| 1Y | +1.5% | +25.8% | -24.3% | -9.8% |
| 3Y | -21.4% | +53.7% | -75.1% | -37.6% |
| All | -67.5% | -1.8% | -65.8% | -68.6% |
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 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