+25.1%
BROS vs EXR
-8.2%
+33.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -13.5% | -6.9% | -6.5% | -10.2% |
| 3M | -18.4% | -3.0% | -15.5% | -17.2% |
| 6M | -10.6% | -2.9% | -7.6% | -9.5% |
| YTD | -25.1% | +9.3% | -34.3% | -28.9% |
| 1Y | -28.6% | -0.9% | -27.7% | -28.9% |
| 3Y | +65.6% | +24.7% | +40.9% | +37.7% |
| All | +25.1% | -8.2% | +33.3% | +25.6% |
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