+240.7%
BURL vs EXR
+221.5%
+19.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +4.1% | +5.2% | -1.1% | +2.2% |
| 30D | -9.5% | +20.9% | -30.3% | -15.5% |
| 3M | -33.5% | +7.7% | -41.2% | -35.2% |
| 6M | -22.1% | +13.2% | -35.3% | -25.6% |
| YTD | -14.6% | +26.5% | -41.1% | -21.9% |
| 1Y | -8.4% | +27.2% | -35.6% | -16.4% |
| 3Y | +86.6% | +71.5% | +15.0% | +49.1% |
| 5Y | -17.2% | +0.4% | -17.5% | -20.7% |
| All | +240.7% | +221.5% | +19.2% | +132.6% |
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