+436.7%
BBY vs EXR
+2,662.2%
-2,225.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.7% |
| 7D | +9.5% | -2.6% | +12.1% | +10.7% |
| 30D | +6.8% | -7.2% | +14.0% | +10.2% |
| 3M | +28.9% | -3.5% | +32.4% | +30.7% |
| 6M | +37.8% | -5.3% | +43.1% | +40.8% |
| YTD | +38.7% | +9.4% | +29.4% | +33.0% |
| 1Y | +23.7% | +1.3% | +22.4% | +22.3% |
| 3Y | +39.1% | +22.4% | +16.7% | +24.9% |
| 5Y | -0.4% | -12.2% | +11.8% | +0.1% |
| 10Y | +234.0% | +148.6% | +85.4% | +104.2% |
| All | +436.7% | +2,662.2% | -2,225.5% | -0.3% |
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 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