+55.4%
BDX vs EXR
+149.6%
-94.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -5.4% | -3.2% | -2.2% | -4.6% |
| 30D | -2.2% | -6.9% | +4.7% | -0.4% |
| 3M | +20.1% | -7.8% | +27.9% | +22.6% |
| 6M | +9.1% | -4.9% | +13.9% | +10.4% |
| YTD | +17.9% | +7.2% | +10.7% | +15.9% |
| 1Y | +22.1% | -1.5% | +23.6% | +22.3% |
| 3Y | -10.5% | +22.3% | -32.8% | -15.7% |
| 5Y | -2.6% | -10.9% | +8.3% | -2.6% |
| All | +55.4% | +149.6% | -94.2% | +26.7% |
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 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