+163.0%
BTG vs EXR
+215.7%
-52.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -5.9% | -1.2% | -4.7% | -5.6% |
| 30D | -5.0% | +18.3% | -23.3% | -8.6% |
| 3M | -4.5% | +9.1% | -13.5% | -6.4% |
| 6M | -7.0% | +11.7% | -18.8% | -9.6% |
| YTD | +11.4% | +25.7% | -14.3% | +5.5% |
| 1Y | +20.1% | +24.9% | -4.8% | +14.0% |
| 3Y | +81.5% | +51.4% | +30.0% | +64.1% |
| 5Y | +32.1% | -1.9% | +34.1% | +28.8% |
| All | +163.0% | +215.7% | -52.7% | +114.3% |
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