+27.0%
BROS vs EXR
-8.2%
+35.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.4% |
| 7D | -6.7% | -2.6% | -4.1% | -5.4% |
| 30D | -29.1% | -7.2% | -21.9% | -26.3% |
| 3M | -16.7% | -3.5% | -13.2% | -15.3% |
| 6M | -11.6% | -5.3% | -6.3% | -9.5% |
| YTD | -23.9% | +9.4% | -33.3% | -27.9% |
| 1Y | -34.8% | +1.3% | -36.1% | -35.9% |
| 3Y | +62.1% | +22.4% | +39.7% | +36.5% |
| All | +27.0% | -8.2% | +35.2% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling