+127.0%
BP vs EXR
+205.9%
-78.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -6.3% | +1.7% | -8.1% | -6.7% |
| 30D | -3.6% | +18.0% | -21.7% | -6.7% |
| 3M | +5.2% | +9.7% | -4.4% | +3.2% |
| 6M | +5.3% | +13.4% | -8.1% | +2.4% |
| YTD | +33.1% | +26.3% | +6.8% | +26.0% |
| 1Y | +26.3% | +27.6% | -1.3% | +19.2% |
| 3Y | +47.5% | +52.2% | -4.7% | +32.2% |
| 5Y | +106.2% | -1.1% | +107.2% | +100.0% |
| 10Y | +127.0% | +216.8% | -89.9% | +78.1% |
| All | +127.0% | +205.9% | -78.9% | +78.1% |
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