+16.3%
BG vs EXR
+23.2%
-6.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | +10.2% | -6.2% | +16.4% | +11.3% |
| 3M | -1.7% | -7.4% | +5.7% | -0.6% |
| 6M | +1.0% | -0.5% | +1.5% | +0.7% |
| YTD | +39.9% | +8.1% | +31.8% | +37.1% |
| 1Y | +53.2% | -2.9% | +56.1% | +52.8% |
| 3Y | +16.3% | +22.9% | -6.7% | +13.0% |
| All | +16.3% | +23.2% | -6.9% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling