+76.4%
BND vs EXR
+1,454.2%
-1,377.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | -0.1% | -2.6% | +2.4% | -0.1% |
| 30D | -0.4% | -7.2% | +6.8% | -0.3% |
| 3M | -0.6% | -3.5% | +2.9% | -0.6% |
| 6M | -1.4% | -5.3% | +3.9% | -1.4% |
| YTD | -0.2% | +9.4% | -9.6% | -0.3% |
| 1Y | +1.3% | +1.3% | 0.0% | +1.3% |
| 3Y | +13.2% | +22.4% | -9.3% | +13.2% |
| 5Y | -1.6% | -12.2% | +10.7% | -1.7% |
| 10Y | +15.5% | +148.6% | -133.1% | +17.0% |
| All | +76.4% | +1,454.2% | -1,377.9% | +88.2% |
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