-23.0%
BUD vs EXR
+148.5%
-171.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.3% | -2.6% | +2.8% | +1.0% |
| 30D | -5.7% | -7.2% | +1.5% | -3.6% |
| 3M | +3.1% | -3.5% | +6.6% | +4.1% |
| 6M | +7.9% | -5.3% | +13.2% | +9.4% |
| YTD | +27.3% | +9.4% | +18.0% | +23.8% |
| 1Y | +37.8% | +1.3% | +36.5% | +36.8% |
| 3Y | +49.8% | +22.4% | +27.4% | +39.5% |
| 5Y | +43.8% | -12.2% | +56.1% | +43.8% |
| All | -23.0% | +148.5% | -171.5% | -37.5% |
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 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