+261.6%
BN vs EXR
+147.0%
+114.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -10.9% | -6.9% | -4.0% | -7.9% |
| 3M | -11.1% | -3.0% | -8.1% | -10.0% |
| 6M | -4.4% | -2.9% | -1.4% | -3.3% |
| YTD | -14.1% | +9.3% | -23.4% | -18.0% |
| 1Y | -11.1% | -0.9% | -10.1% | -11.4% |
| 3Y | +75.6% | +24.7% | +50.9% | +54.0% |
| 5Y | +35.8% | -11.7% | +47.5% | +36.7% |
| 10Y | +261.6% | +148.4% | +113.2% | +149.6% |
| All | +261.6% | +147.0% | +114.6% | +149.6% |
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 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