+50.1%
BG vs EXR
+1.1%
+49.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | +2.8% | -2.6% | +5.4% | +3.3% |
| 30D | +12.0% | -7.2% | +19.2% | +13.7% |
| 3M | -7.7% | -3.5% | -4.2% | -7.3% |
| 6M | +4.5% | -5.3% | +9.8% | +6.2% |
| YTD | +35.7% | +9.4% | +26.3% | +26.5% |
| 1Y | +50.1% | +1.3% | +48.8% | +46.7% |
| All | +50.1% | +1.1% | +49.0% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling