+1,203.3%
BHP vs EXR
+3,095.3%
-1,892.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +2.4% | -1.1% | +3.5% | +2.9% |
| 30D | -5.4% | +18.8% | -24.1% | -12.4% |
| 3M | -6.9% | +9.9% | -16.8% | -10.9% |
| 6M | -4.3% | +12.6% | -17.0% | -9.9% |
| YTD | +41.6% | +26.5% | +15.1% | +26.6% |
| 1Y | +53.3% | +24.5% | +28.8% | +37.9% |
| 3Y | +58.4% | +52.4% | +5.9% | +26.6% |
| 5Y | +121.3% | -1.5% | +122.8% | +107.4% |
| 10Y | +349.0% | +216.0% | +133.0% | +124.3% |
| All | +1,203.3% | +3,095.3% | -1,892.0% | +88.3% |
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