+698.2%
BRO vs EXR
+2,590.4%
-1,892.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.6% |
| 7D | -7.6% | -3.1% | -4.6% | -6.7% |
| 30D | -6.9% | -7.5% | +0.7% | -4.5% |
| 3M | +12.8% | -7.5% | +20.3% | +15.9% |
| 6M | -5.9% | -5.2% | -0.7% | -4.3% |
| YTD | -15.9% | +6.5% | -22.4% | -17.8% |
| 1Y | -28.1% | -2.0% | -26.1% | -28.0% |
| 3Y | -7.0% | +21.5% | -28.5% | -15.2% |
| 5Y | +18.0% | -11.5% | +29.5% | +17.7% |
| 10Y | +293.9% | +148.0% | +145.9% | +175.0% |
| All | +698.2% | +2,590.4% | -1,892.2% | +146.9% |
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 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