+128.6%
BP vs EXR
-11.8%
+140.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +3.9% | -2.6% | +6.5% | +4.3% |
| 30D | +7.6% | -7.2% | +14.8% | +8.8% |
| 3M | +0.7% | -3.5% | +4.2% | +1.1% |
| 6M | +15.5% | -5.3% | +20.8% | +16.1% |
| YTD | +30.8% | +9.4% | +21.5% | +28.1% |
| 1Y | +34.3% | +1.3% | +33.0% | +33.1% |
| 3Y | +35.1% | +22.4% | +12.6% | +28.9% |
| All | +128.6% | -11.8% | +140.4% | +135.3% |
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