-34.8%
BROS vs EXR
+1.1%
-35.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.3% |
| 7D | -6.7% | -2.6% | -4.1% | -5.6% |
| 30D | -29.1% | -7.2% | -21.9% | -26.7% |
| 3M | -16.7% | -3.5% | -13.2% | -15.4% |
| 6M | -11.6% | -5.3% | -6.3% | -10.6% |
| YTD | -23.9% | +9.4% | -33.3% | -28.5% |
| 1Y | -34.8% | +1.3% | -36.1% | -37.8% |
| All | -34.8% | +1.1% | -35.9% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling