-1.8%
BROS vs EXR
+6.9%
-8.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.3% |
| 7D | -17.9% | +2.7% | -20.6% | -18.9% |
| 30D | -5.4% | +18.9% | -24.3% | -13.2% |
| 3M | -32.1% | +8.4% | -40.4% | -34.8% |
| 6M | -31.7% | +14.3% | -46.0% | -36.3% |
| YTD | -41.2% | +27.2% | -68.4% | -48.3% |
| 1Y | -32.6% | +25.9% | -58.5% | -40.6% |
| 3Y | +32.7% | +54.6% | -22.0% | -1.6% |
| 5Y | -44.2% | -0.6% | -43.6% | -46.5% |
| All | -1.8% | +6.9% | -8.7% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling