+19.4%
BRO vs EXR
-10.8%
+30.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -7.3% | -1.2% | -6.2% | -7.0% |
| 30D | -6.9% | -6.2% | -0.6% | -4.9% |
| 3M | +10.7% | -7.4% | +18.1% | +13.5% |
| 6M | -2.7% | -0.5% | -2.1% | -2.5% |
| YTD | -16.3% | +8.1% | -24.4% | -18.4% |
| 1Y | -29.1% | -2.9% | -26.2% | -28.7% |
| 3Y | -7.8% | +22.9% | -30.8% | -16.4% |
| All | +19.4% | -10.8% | +30.2% | +24.4% |
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