+452.1%
BTSG vs EXR
+3.7%
+448.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +2.7% | -2.6% | +5.3% | +3.5% |
| 30D | -3.6% | -7.2% | +3.6% | -1.6% |
| 3M | +5.8% | -3.5% | +9.3% | +6.5% |
| 6M | +44.7% | -5.3% | +50.0% | +46.2% |
| YTD | +62.2% | +9.4% | +52.8% | +55.7% |
| 1Y | +152.1% | +1.3% | +150.8% | +147.9% |
| All | +452.1% | +3.7% | +448.4% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling