+162.9%
BG vs EXR
+151.8%
+11.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +3.1% | -1.2% | +4.3% | +3.4% |
| 30D | +10.2% | -6.2% | +16.4% | +11.9% |
| 3M | -1.7% | -7.4% | +5.7% | 0.0% |
| 6M | +1.0% | -0.5% | +1.5% | +0.6% |
| YTD | +39.9% | +8.1% | +31.8% | +36.4% |
| 1Y | +53.2% | -2.9% | +56.1% | +53.3% |
| 3Y | +16.3% | +22.9% | -6.7% | +7.5% |
| 5Y | +83.9% | -10.2% | +94.0% | +81.3% |
| All | +162.9% | +151.8% | +11.1% | +90.3% |
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