+285.2%
BN vs EXR
+215.3%
+69.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +3.6% | +2.7% | +1.0% | +2.4% |
| 30D | +15.9% | +18.9% | -3.1% | +6.9% |
| 3M | -2.3% | +8.4% | -10.7% | -5.9% |
| 6M | -8.4% | +14.3% | -22.7% | -14.2% |
| YTD | -5.9% | +27.2% | -33.1% | -16.3% |
| 1Y | -5.6% | +25.9% | -31.5% | -15.8% |
| 3Y | +104.2% | +54.6% | +49.6% | +61.9% |
| 5Y | +35.5% | -0.6% | +36.1% | +29.2% |
| 10Y | +285.2% | +208.5% | +76.7% | +141.6% |
| All | +285.2% | +215.3% | +69.9% | +141.6% |
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