+593.0%
BE vs EXR
+131.6%
+461.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.7% |
| 7D | -14.7% | +5.2% | -19.9% | -16.8% |
| 30D | -40.5% | +20.9% | -61.4% | -45.8% |
| 3M | -24.3% | +7.7% | -32.0% | -27.2% |
| 6M | -39.3% | +13.2% | -52.5% | -43.9% |
| YTD | +99.4% | +26.5% | +72.9% | +72.7% |
| 1Y | +26.6% | +27.2% | -0.6% | +8.9% |
| 3Y | +1,616.9% | +71.5% | +1,545.4% | +1,147.9% |
| 5Y | +441.4% | +0.4% | +441.0% | +408.8% |
| All | +593.0% | +131.6% | +461.4% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling