-7.5%
BUD vs EXR
+215.3%
-222.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +1.3% | +2.7% | -1.3% | +0.5% |
| 30D | +10.0% | +18.9% | -8.9% | +4.5% |
| 3M | +1.6% | +8.4% | -6.8% | -0.9% |
| 6M | +6.5% | +14.3% | -7.8% | +2.2% |
| YTD | +34.8% | +27.2% | +7.6% | +25.3% |
| 1Y | +36.5% | +25.9% | +10.5% | +27.1% |
| 3Y | +49.0% | +54.6% | -5.7% | +29.6% |
| 5Y | +51.7% | -0.6% | +52.3% | +46.3% |
| 10Y | -7.5% | +208.5% | -216.1% | -31.6% |
| All | -7.5% | +215.3% | -222.8% | -31.6% |
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