+9.9%
BTDR vs EXR
+23.6%
-13.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +22.4% | -0.7% | +23.1% | +23.0% |
| 30D | +16.5% | -6.9% | +23.4% | +22.9% |
| 3M | -31.5% | -3.0% | -28.5% | -31.7% |
| 6M | +74.0% | -2.9% | +77.0% | +74.2% |
| YTD | +13.0% | +9.3% | +3.7% | +1.9% |
| 1Y | -0.2% | -0.9% | +0.7% | -2.5% |
| 3Y | +9.9% | +24.7% | -14.8% | -15.5% |
| All | +9.9% | +23.6% | -13.7% | -15.5% |
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 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