-38.7%
BTDR vs EXR
+13.3%
-52.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -12.5% |
| 7D | +15.4% | -1.2% | +16.6% | +16.1% |
| 30D | -33.4% | +18.3% | -51.7% | -38.2% |
| 3M | -32.0% | +9.1% | -41.1% | -34.8% |
| 6M | -52.2% | +11.7% | -64.0% | -55.2% |
| YTD | -45.3% | +25.7% | -71.0% | -51.3% |
| 1Y | -56.0% | +24.9% | -80.9% | -60.8% |
| 3Y | +54.4% | +51.4% | +3.0% | +31.9% |
| 5Y | -38.5% | -1.9% | -36.6% | -46.0% |
| All | -38.7% | +13.3% | -52.0% | -46.0% |
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