+515.7%
BHP vs EXR
+144.7%
+371.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.0% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | +4.0% | -7.5% | +11.6% | +6.4% |
| 3M | +11.3% | -7.5% | +18.8% | +13.4% |
| 6M | +29.3% | -5.2% | +34.5% | +30.8% |
| YTD | +59.2% | +6.5% | +52.7% | +55.6% |
| 1Y | +80.8% | -2.0% | +82.9% | +80.7% |
| 3Y | +88.0% | +21.5% | +66.5% | +74.2% |
| 5Y | +126.6% | -11.5% | +138.2% | +125.4% |
| 10Y | +515.7% | +148.0% | +367.7% | +374.5% |
| All | +515.7% | +144.7% | +371.0% | +374.5% |
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