+127.7%
BP vs EXR
+215.3%
-87.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -6.9% | +2.7% | -9.6% | -7.4% |
| 30D | -3.6% | +18.9% | -22.5% | -6.8% |
| 3M | +8.4% | +8.4% | +0.1% | +6.6% |
| 6M | +5.3% | +14.3% | -9.0% | +2.3% |
| YTD | +33.2% | +27.2% | +5.9% | +25.9% |
| 1Y | +28.2% | +25.9% | +2.2% | +21.4% |
| 3Y | +49.2% | +54.6% | -5.4% | +33.4% |
| 5Y | +102.9% | -0.6% | +103.5% | +96.7% |
| 10Y | +127.7% | +208.5% | -80.8% | +77.0% |
| All | +127.7% | +215.3% | -87.6% | +77.0% |
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 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