+40.6%
BBY vs EXR
+21.4%
+19.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | -0.3% |
| 7D | +1.2% | -3.1% | +4.3% | +2.6% |
| 30D | +6.8% | -7.5% | +14.3% | +10.6% |
| 3M | +18.7% | -7.5% | +26.3% | +22.8% |
| 6M | +37.3% | -5.2% | +42.5% | +40.4% |
| YTD | +35.3% | +6.5% | +28.8% | +30.8% |
| 1Y | +20.7% | -2.0% | +22.7% | +20.8% |
| All | +40.6% | +21.4% | +19.2% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling