+2,088.3%
BN vs EXR
+2,662.2%
-573.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.3% |
| 7D | -2.5% | -2.6% | +0.1% | -1.3% |
| 30D | -9.5% | -7.2% | -2.3% | -6.3% |
| 3M | -10.4% | -3.5% | -6.9% | -9.1% |
| 6M | -6.4% | -5.3% | -1.1% | -4.2% |
| YTD | -11.9% | +9.4% | -21.2% | -15.8% |
| 1Y | -8.6% | +1.3% | -9.9% | -9.9% |
| 3Y | +77.6% | +22.4% | +55.1% | +57.7% |
| 5Y | +37.0% | -12.2% | +49.3% | +38.8% |
| 10Y | +266.4% | +148.6% | +117.8% | +122.2% |
| All | +2,088.3% | +2,662.2% | -573.9% | +311.3% |
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