+1,336.1%
BHP vs EXR
+2,662.2%
-1,326.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -2.9% | -2.6% | -0.3% | -1.8% |
| 30D | +3.4% | -7.2% | +10.6% | +6.7% |
| 3M | +4.1% | -3.5% | +7.6% | +5.2% |
| 6M | +20.6% | -5.3% | +25.9% | +22.8% |
| YTD | +56.1% | +9.4% | +46.7% | +49.0% |
| 1Y | +69.6% | +1.3% | +68.3% | +66.8% |
| 3Y | +78.8% | +22.4% | +56.4% | +57.2% |
| 5Y | +113.1% | -12.2% | +125.3% | +109.8% |
| 10Y | +505.9% | +148.6% | +357.3% | +237.9% |
| All | +1,336.1% | +2,662.2% | -1,326.1% | +121.6% |
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