-2.6%
BUD vs EXR
+216.9%
-219.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +6.0% | +1.7% | +4.3% | +5.5% |
| 30D | +11.3% | +18.0% | -6.8% | +5.9% |
| 3M | +3.6% | +9.7% | -6.1% | +0.7% |
| 6M | +7.7% | +13.4% | -5.7% | +3.6% |
| YTD | +36.4% | +26.3% | +10.1% | +27.0% |
| 1Y | +37.8% | +27.6% | +10.3% | +28.0% |
| 3Y | +51.2% | +52.2% | -0.9% | +32.3% |
| 5Y | +53.4% | -1.1% | +54.5% | +48.1% |
| All | -2.6% | +216.9% | -219.5% | -26.7% |
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