-4.8%
BR vs EXR
+23.6%
-28.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -5.9% | -0.7% | -5.3% | -5.8% |
| 30D | +1.9% | -6.9% | +8.8% | +3.8% |
| 3M | +14.7% | -3.0% | +17.6% | +15.6% |
| 6M | -12.8% | -2.9% | -9.8% | -12.2% |
| YTD | -23.0% | +9.3% | -32.3% | -25.2% |
| 1Y | -31.7% | -0.9% | -30.7% | -31.8% |
| 3Y | -4.8% | +24.7% | -29.5% | -10.6% |
| All | -4.8% | +23.6% | -28.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling