+1,008.9%
BE vs EXR
+100.1%
+908.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | +29.8% | -0.7% | +30.5% | +30.1% |
| 30D | +26.4% | -6.9% | +33.3% | +30.6% |
| 3M | +9.3% | -3.0% | +12.3% | +8.7% |
| 6M | +105.1% | -2.9% | +108.0% | +104.2% |
| YTD | +219.0% | +9.3% | +209.8% | +196.8% |
| 1Y | +418.8% | -0.9% | +419.7% | +404.4% |
| 3Y | +1,784.6% | +24.7% | +1,759.9% | +1,506.2% |
| 5Y | +1,251.0% | -11.7% | +1,262.7% | +1,257.4% |
| All | +1,008.9% | +100.1% | +908.8% | +766.4% |
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