+103.9%
BP vs EXR
-0.3%
+104.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -11.6% | +5.2% | -16.8% | -12.3% |
| 30D | 0.0% | +20.9% | -20.8% | -2.8% |
| 3M | +6.7% | +7.7% | -1.0% | +5.5% |
| 6M | +2.2% | +13.2% | -11.0% | 0.0% |
| YTD | +33.0% | +26.5% | +6.5% | +27.1% |
| 1Y | +30.7% | +27.2% | +3.5% | +24.8% |
| 3Y | +44.2% | +71.5% | -27.3% | +29.1% |
| All | +103.9% | -0.3% | +104.2% | +85.8% |
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