+336.5%
BHP vs EXR
+205.9%
+130.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.3% |
| 30D | -6.5% | +18.0% | -24.5% | -10.9% |
| 3M | -8.5% | +9.7% | -18.2% | -11.0% |
| 6M | -2.2% | +13.4% | -15.6% | -6.1% |
| YTD | +40.0% | +26.3% | +13.7% | +30.2% |
| 1Y | +51.3% | +27.6% | +23.8% | +40.2% |
| 3Y | +56.5% | +52.2% | +4.4% | +36.2% |
| 5Y | +130.2% | -1.1% | +131.3% | +121.4% |
| 10Y | +336.5% | +216.8% | +119.7% | +221.2% |
| All | +336.5% | +205.9% | +130.6% | +221.2% |
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