-15.8%
BURL vs EXR
-1.5%
-14.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.7% |
| 7D | +3.5% | +6.8% | -3.3% | +1.0% |
| 30D | -9.3% | +19.6% | -28.9% | -15.2% |
| 3M | -32.1% | +8.0% | -40.1% | -34.0% |
| 6M | -19.8% | +17.2% | -37.0% | -24.6% |
| YTD | -13.2% | +27.2% | -40.4% | -21.1% |
| 1Y | -7.8% | +26.1% | -33.9% | -16.0% |
| 3Y | +89.3% | +70.7% | +18.6% | +48.7% |
| 5Y | -15.8% | +1.0% | -16.8% | -19.7% |
| All | -15.8% | -1.5% | -14.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling