+23.3%
BTDR vs EXR
-4.0%
+27.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -1.6% |
| 7D | +14.8% | -3.1% | +17.9% | +16.4% |
| 30D | +41.8% | -7.5% | +49.3% | +46.5% |
| 3M | -29.2% | -7.5% | -21.7% | -27.6% |
| 6M | +66.2% | -5.2% | +71.4% | +68.4% |
| YTD | +10.0% | +6.5% | +3.5% | +5.5% |
| 1Y | -11.0% | -2.0% | -9.0% | -11.3% |
| 3Y | +6.9% | +21.5% | -14.6% | -0.4% |
| 5Y | +24.7% | -11.5% | +36.2% | +17.9% |
| All | +23.3% | -4.0% | +27.3% | +17.1% |
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