+123.9%
BHP vs EXR
-10.8%
+134.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +4.0% | -6.9% | +10.9% | +6.2% |
| 3M | +12.3% | -3.0% | +15.3% | +12.9% |
| 6M | +30.8% | -2.9% | +33.8% | +31.4% |
| YTD | +58.8% | +9.3% | +49.5% | +53.6% |
| 1Y | +76.8% | -0.9% | +77.8% | +76.0% |
| 3Y | +87.5% | +24.7% | +62.8% | +71.3% |
| 5Y | +123.9% | -11.7% | +135.6% | +114.7% |
| All | +123.9% | -10.8% | +134.7% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling