+49.4%
BUD vs EXR
+69.9%
-20.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.5% | +5.2% | -0.7% | +2.7% |
| 30D | +12.5% | +20.9% | -8.4% | +5.6% |
| 3M | 0.0% | +7.7% | -7.7% | -2.5% |
| 6M | +3.8% | +13.2% | -9.4% | -0.6% |
| YTD | +33.1% | +26.5% | +6.6% | +22.8% |
| 1Y | +35.5% | +27.2% | +8.3% | +24.8% |
| 3Y | +49.4% | +71.5% | -22.1% | +34.7% |
| All | +49.4% | +69.9% | -20.5% | +34.7% |
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 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