+22.6%
BROS vs EXR
-10.6%
+33.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.7% |
| 7D | -6.6% | -3.1% | -3.5% | -5.1% |
| 30D | -12.3% | -7.5% | -4.8% | -8.8% |
| 3M | -22.2% | -7.5% | -14.7% | -19.1% |
| 6M | -14.3% | -5.2% | -9.1% | -12.2% |
| YTD | -26.6% | +6.5% | -33.1% | -29.4% |
| 1Y | -31.5% | -2.0% | -29.5% | -31.4% |
| 3Y | +62.3% | +21.5% | +40.7% | +36.7% |
| All | +22.6% | -10.6% | +33.1% | +24.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling