+559.0%
BTSG vs EXR
+19.8%
+539.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +3.8% | +1.7% | +2.1% | +3.3% |
| 30D | +13.7% | +18.0% | -4.3% | +8.8% |
| 3M | +18.0% | +9.7% | +8.3% | +15.1% |
| 6M | +32.2% | +13.4% | +18.8% | +27.2% |
| YTD | +93.6% | +26.3% | +67.3% | +78.7% |
| 1Y | +115.9% | +27.6% | +88.4% | +98.5% |
| All | +559.0% | +19.8% | +539.2% | +503.1% |
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 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