+426.2%
BTSG vs EXR
+1.6%
+424.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.8% |
| 7D | -5.8% | -3.2% | -2.6% | -4.9% |
| 30D | 0.0% | -6.9% | +6.9% | +2.0% |
| 3M | -4.5% | -7.8% | +3.3% | -2.5% |
| 6M | +40.0% | -4.9% | +44.9% | +41.1% |
| YTD | +54.6% | +7.2% | +47.4% | +49.2% |
| 1Y | +106.1% | -1.5% | +107.6% | +104.5% |
| All | +426.2% | +1.6% | +424.6% | +403.6% |
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