+400.4%
BG vs EXR
+2,606.7%
-2,206.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.7% | -3.2% | +6.9% | +4.7% |
| 30D | +12.3% | -6.9% | +19.2% | +14.7% |
| 3M | -2.2% | -7.8% | +5.6% | -0.1% |
| 6M | +5.3% | -4.9% | +10.2% | +6.3% |
| YTD | +42.4% | +7.2% | +35.3% | +38.6% |
| 1Y | +55.2% | -1.5% | +56.7% | +54.8% |
| 3Y | +21.0% | +22.3% | -1.3% | +10.4% |
| 5Y | +87.1% | -10.9% | +98.1% | +83.6% |
| 10Y | +169.8% | +149.5% | +20.4% | +85.1% |
| All | +400.4% | +2,606.7% | -2,206.3% | +43.1% |
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