-0.7%
BBY vs EXR
-1.8%
+1.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +4.5% | -0.4% | +4.9% | +4.7% |
| 30D | +16.8% | +18.2% | -1.4% | +9.0% |
| 3M | +23.2% | +7.3% | +15.9% | +19.6% |
| 6M | +91.9% | +13.8% | +78.1% | +81.7% |
| YTD | +61.6% | +25.9% | +35.7% | +46.2% |
| 1Y | +43.9% | +25.8% | +18.1% | +30.2% |
| 3Y | +88.6% | +53.7% | +34.9% | +57.3% |
| All | -0.7% | -1.8% | +1.1% | -3.9% |
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