+27.0%
BROS vs EXR
+69.9%
-42.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -21.2% | +5.2% | -26.4% | -22.6% |
| 30D | -11.6% | +20.9% | -32.4% | -17.3% |
| 3M | -36.7% | +7.7% | -44.4% | -38.3% |
| 6M | -42.8% | +13.2% | -56.0% | -45.3% |
| YTD | -44.8% | +26.5% | -71.3% | -49.4% |
| 1Y | -36.5% | +27.2% | -63.7% | -42.0% |
| 3Y | +27.0% | +71.5% | -44.6% | +4.2% |
| All | +27.0% | +69.9% | -42.9% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling