+8.2%
BR vs EXR
-13.9%
+22.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | -5.0% | -3.1% | -1.9% | -4.0% |
| 30D | -2.5% | -7.5% | +5.1% | +0.2% |
| 3M | +13.5% | -7.5% | +21.0% | +16.6% |
| 6M | -9.4% | -5.2% | -4.2% | -8.0% |
| YTD | -23.3% | +6.5% | -29.8% | -25.6% |
| 1Y | -31.6% | -2.0% | -29.6% | -31.7% |
| 3Y | -5.1% | +21.5% | -26.6% | -15.1% |
| 5Y | +8.2% | -11.5% | +19.7% | +12.5% |
| All | +8.2% | -13.9% | +22.1% | +12.5% |
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