+125.0%
BP vs EXR
+147.0%
-22.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +9.1% | -6.9% | +16.1% | +10.6% |
| 3M | +3.9% | -3.0% | +6.9% | +4.4% |
| 6M | +13.6% | -2.9% | +16.6% | +13.8% |
| YTD | +34.0% | +9.3% | +24.7% | +30.6% |
| 1Y | +39.2% | -0.9% | +40.1% | +38.4% |
| 3Y | +36.4% | +24.7% | +11.7% | +27.3% |
| 5Y | +135.8% | -11.7% | +147.5% | +133.4% |
| 10Y | +125.0% | +148.4% | -23.4% | +81.7% |
| All | +125.0% | +147.0% | -22.0% | +81.7% |
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