+130.4%
BHP vs EXR
-0.5%
+130.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +3.5% | +2.7% | +0.8% | +2.7% |
| 30D | -4.5% | +18.9% | -23.4% | -9.5% |
| 3M | -6.4% | +8.4% | -14.7% | -8.8% |
| 6M | -0.1% | +14.3% | -14.4% | -4.6% |
| YTD | +43.0% | +27.2% | +15.8% | +31.8% |
| 1Y | +56.5% | +25.9% | +30.6% | +44.6% |
| 3Y | +62.0% | +54.6% | +7.4% | +38.0% |
| 5Y | +130.4% | -0.6% | +131.0% | +108.4% |
| All | +130.4% | -0.5% | +130.8% | +108.4% |
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