+104.4%
BDX vs EXR
+216.3%
-111.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +15.4% | +18.2% | -2.8% | +10.5% |
| 3M | +20.5% | +7.3% | +13.2% | +18.3% |
| 6M | +53.2% | +13.8% | +39.4% | +48.2% |
| YTD | +45.7% | +25.9% | +19.8% | +37.3% |
| 1Y | +47.3% | +25.8% | +21.5% | +38.8% |
| 3Y | +25.1% | +53.7% | -28.7% | +11.2% |
| 5Y | +27.4% | -1.8% | +29.2% | +24.2% |
| All | +104.4% | +216.3% | -111.9% | +58.3% |
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