+18.0%
BR vs EXR
-0.5%
+18.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +4.4% | +2.7% | +1.7% | +3.4% |
| 30D | +16.3% | +18.9% | -2.7% | +9.4% |
| 3M | +16.2% | +8.4% | +7.9% | +12.9% |
| 6M | +30.3% | +14.3% | +16.0% | +24.1% |
| YTD | -12.2% | +27.2% | -39.5% | -20.1% |
| 1Y | -11.3% | +25.9% | -37.2% | -19.0% |
| 3Y | +15.2% | +54.6% | -39.4% | -5.9% |
| 5Y | +18.0% | -0.6% | +18.6% | +15.3% |
| All | +18.0% | -0.5% | +18.5% | +15.3% |
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