+668.7%
BX vs EXR
+144.7%
+524.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -2.4% |
| 7D | -5.7% | -3.1% | -2.6% | -4.1% |
| 30D | -8.9% | -7.5% | -1.4% | -5.2% |
| 3M | +8.4% | -7.5% | +15.9% | +12.6% |
| 6M | +18.9% | -5.2% | +24.1% | +22.0% |
| YTD | -13.6% | +6.5% | -20.1% | -16.7% |
| 1Y | -22.4% | -2.0% | -20.4% | -22.2% |
| 3Y | +26.0% | +21.5% | +4.5% | +11.4% |
| 5Y | +18.8% | -11.5% | +30.3% | +22.0% |
| 10Y | +668.7% | +148.0% | +520.8% | +473.5% |
| All | +668.7% | +144.7% | +524.0% | +473.5% |
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