+707.7%
BE vs EXR
+130.2%
+577.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +20.5% | -1.2% | +21.7% | +21.3% |
| 30D | -23.4% | +18.3% | -41.6% | -29.4% |
| 3M | -14.9% | +9.1% | -23.9% | -18.5% |
| 6M | -28.1% | +11.7% | -39.8% | -33.1% |
| YTD | +132.4% | +25.7% | +106.7% | +102.0% |
| 1Y | +59.4% | +24.9% | +34.4% | +38.7% |
| 3Y | +1,815.8% | +51.4% | +1,764.4% | +1,386.7% |
| 5Y | +491.3% | -1.9% | +493.2% | +459.6% |
| All | +707.7% | +130.2% | +577.6% | +489.7% |
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