+680.0%
BX vs EXR
+217.4%
+462.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.2% |
| 30D | +7.3% | +18.8% | -11.5% | -1.7% |
| 3M | -16.3% | +9.9% | -26.2% | -20.2% |
| 6M | +2.5% | +12.6% | -10.1% | -3.6% |
| YTD | -17.6% | +26.5% | -44.1% | -27.2% |
| 1Y | -12.4% | +24.5% | -36.9% | -22.1% |
| 3Y | +36.2% | +52.4% | -16.2% | +7.0% |
| 5Y | +3.0% | -1.5% | +4.5% | -0.4% |
| 10Y | +680.0% | +216.0% | +464.0% | +415.5% |
| All | +680.0% | +217.4% | +462.6% | +415.5% |
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 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