+1,172.5%
BR vs EXR
+1,413.7%
-241.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -3.0% |
| 7D | -5.3% | -2.6% | -2.7% | -4.5% |
| 30D | +6.4% | -7.2% | +13.6% | +8.9% |
| 3M | +13.6% | -3.5% | +17.1% | +14.9% |
| 6M | -6.7% | -5.3% | -1.4% | -5.4% |
| YTD | -21.1% | +9.4% | -30.4% | -23.7% |
| 1Y | -29.6% | +1.3% | -30.9% | -30.4% |
| 3Y | -2.4% | +22.4% | -24.8% | -10.6% |
| 5Y | +11.2% | -12.2% | +23.5% | +11.6% |
| 10Y | +191.8% | +148.6% | +43.2% | +106.5% |
| All | +1,172.5% | +1,413.7% | -241.2% | +372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling