-30.1%
BROS vs EXR
-0.3%
-29.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.4% |
| 3M | -18.4% | -3.0% | -15.5% | -17.3% |
| 6M | -10.6% | -2.9% | -7.6% | -10.1% |
| YTD | -25.1% | +9.3% | -34.3% | -30.8% |
| All | -30.1% | -0.3% | -29.8% | -33.8% |
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