+256.9%
BNY vs EXR
-10.8%
+267.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -1.3% | -1.2% | -0.2% | -1.0% |
| 30D | -0.2% | -6.2% | +6.0% | +1.4% |
| 3M | +14.9% | -7.4% | +22.3% | +17.0% |
| 6M | +40.0% | -0.5% | +40.5% | +39.6% |
| YTD | +42.0% | +8.1% | +33.9% | +38.0% |
| 1Y | +56.9% | -2.9% | +59.7% | +56.8% |
| 3Y | +289.9% | +22.9% | +266.9% | +257.2% |
| All | +256.9% | -10.8% | +267.8% | +253.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling