+641.7%
BE vs EXR
+131.2%
+510.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | -13.4% | +1.7% | -15.1% | -14.1% |
| 30D | -33.9% | +18.0% | -51.9% | -39.1% |
| 3M | -12.0% | +9.7% | -21.6% | -16.0% |
| 6M | -29.0% | +13.4% | -42.4% | -34.4% |
| YTD | +113.4% | +26.3% | +87.1% | +85.1% |
| 1Y | +33.2% | +27.6% | +5.6% | +14.5% |
| 3Y | +1,659.2% | +52.2% | +1,607.0% | +1,262.0% |
| 5Y | +461.4% | -1.1% | +462.4% | +429.5% |
| All | +641.7% | +131.2% | +510.4% | +440.2% |
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