+468.7%
BTSG vs EXR
+3.6%
+465.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +5.7% | -0.7% | +6.4% | +6.0% |
| 30D | +0.2% | -6.9% | +7.1% | +2.2% |
| 3M | +5.6% | -3.0% | +8.6% | +6.2% |
| 6M | +50.8% | -2.9% | +53.7% | +51.1% |
| YTD | +67.0% | +9.3% | +57.8% | +60.4% |
| 1Y | +145.5% | -0.9% | +146.5% | +143.4% |
| All | +468.7% | +3.6% | +465.1% | +441.4% |
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