-7.8%
BRO vs EXR
+23.2%
-31.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -7.3% | -1.2% | -6.2% | -7.1% |
| 30D | -6.9% | -6.2% | -0.6% | -5.4% |
| 3M | +10.7% | -7.4% | +18.1% | +12.7% |
| 6M | -2.7% | -0.5% | -2.1% | -2.3% |
| YTD | -16.3% | +8.1% | -24.4% | -17.5% |
| 1Y | -29.1% | -2.9% | -26.2% | -28.7% |
| 3Y | -7.8% | +22.9% | -30.8% | -6.9% |
| All | -7.8% | +23.2% | -31.0% | -6.9% |
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