+137.5%
BTG vs EXR
+149.6%
-12.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -5.5% | -3.2% | -2.2% | -4.8% |
| 30D | +6.1% | -6.9% | +13.0% | +7.9% |
| 3M | +38.6% | -7.8% | +46.4% | +41.1% |
| 6M | +0.7% | -4.9% | +5.5% | +1.7% |
| YTD | +20.3% | +7.2% | +13.2% | +18.2% |
| 1Y | +25.0% | -1.5% | +26.6% | +25.2% |
| 3Y | +97.3% | +22.3% | +75.0% | +86.5% |
| 5Y | +78.3% | -10.9% | +89.3% | +78.8% |
| All | +137.5% | +149.6% | -12.1% | +100.1% |
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