-5.3%
BURL vs EXR
+28.1%
-33.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.1% | +4.6% | +6.4% |
| 7D | +10.4% | +11.3% | -0.8% | +6.0% |
| 30D | -4.9% | +21.2% | -26.1% | -11.5% |
| 3M | -29.8% | +8.7% | -38.5% | -32.3% |
| 6M | -16.5% | +18.2% | -34.7% | -21.5% |
| YTD | -10.5% | +27.9% | -38.5% | -18.2% |
| 1Y | -5.3% | +28.3% | -33.6% | -13.5% |
| All | -5.3% | +28.1% | -33.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling