+378.0%
BTG vs EXR
+1,695.0%
-1,317.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | +8.3% | -6.9% | +15.3% | +9.7% |
| 3M | +32.3% | -3.0% | +35.3% | +32.8% |
| 6M | +3.0% | -2.9% | +5.9% | +3.4% |
| YTD | +21.9% | +9.3% | +12.6% | +20.0% |
| 1Y | +28.2% | -0.9% | +29.1% | +28.2% |
| 3Y | +99.9% | +24.7% | +75.2% | +90.9% |
| 5Y | +73.6% | -11.7% | +85.2% | +73.9% |
| 10Y | +136.5% | +148.4% | -11.9% | +100.4% |
| All | +378.0% | +1,695.0% | -1,317.0% | +154.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling