+236.2%
BBY vs EXR
+149.6%
+86.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.7% | -3.2% | +3.9% | +1.9% |
| 30D | +5.8% | -6.9% | +12.7% | +8.6% |
| 3M | +18.0% | -7.8% | +25.8% | +21.5% |
| 6M | +39.8% | -4.9% | +44.7% | +42.3% |
| YTD | +35.4% | +7.2% | +28.2% | +31.5% |
| 1Y | +21.4% | -1.5% | +22.9% | +21.5% |
| 3Y | +39.5% | +22.3% | +17.3% | +28.2% |
| 5Y | -0.5% | -10.9% | +10.4% | 0.0% |
| All | +236.2% | +149.6% | +86.6% | +161.3% |
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 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