+53.9%
BEN vs EXR
+215.3%
-161.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.1% |
| 7D | +12.2% | +2.7% | +9.5% | +11.0% |
| 30D | +12.1% | +18.9% | -6.9% | +4.4% |
| 3M | +7.3% | +8.4% | -1.1% | +3.8% |
| 6M | +17.9% | +14.3% | +3.6% | +11.2% |
| YTD | +55.4% | +27.2% | +28.2% | +40.2% |
| 1Y | +69.3% | +25.9% | +43.4% | +53.2% |
| 3Y | +82.8% | +54.6% | +28.2% | +49.9% |
| 5Y | +28.8% | -0.6% | +29.4% | +22.6% |
| 10Y | +53.9% | +208.5% | -154.6% | +4.4% |
| All | +53.9% | +215.3% | -161.4% | +4.4% |
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