+95.6%
BN vs EXR
+69.9%
+25.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +5.3% | +5.2% | +0.1% | +3.0% |
| 30D | +11.9% | +20.9% | -9.0% | +2.8% |
| 3M | -5.7% | +7.7% | -13.4% | -8.9% |
| 6M | -10.6% | +13.2% | -23.8% | -15.7% |
| YTD | -9.4% | +26.5% | -35.8% | -18.8% |
| 1Y | -8.8% | +27.2% | -36.0% | -18.6% |
| 3Y | +95.6% | +71.5% | +24.1% | +50.5% |
| All | +95.6% | +69.9% | +25.7% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling