+261.6%
BBWI vs EXR
+2,662.2%
-2,400.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.1% | +3.5% |
| 7D | +1.5% | -2.6% | +4.1% | +2.9% |
| 30D | -5.2% | -7.2% | +2.0% | -1.4% |
| 3M | +11.1% | -3.5% | +14.6% | +13.0% |
| 6M | -13.4% | -5.3% | -8.1% | -10.8% |
| YTD | +0.1% | +9.4% | -9.3% | -4.3% |
| 1Y | -36.1% | +1.3% | -37.4% | -36.6% |
| 3Y | -44.1% | +22.4% | -66.5% | -50.7% |
| 5Y | -66.2% | -12.2% | -54.0% | -65.6% |
| 10Y | -54.8% | +148.6% | -203.3% | -73.9% |
| All | +261.6% | +2,662.2% | -2,400.6% | -44.4% |
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