+625.7%
BX vs EXR
+215.7%
+410.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.1% | -1.2% | +0.1% | -0.4% |
| 30D | +8.8% | +18.3% | -9.5% | -0.1% |
| 3M | -18.3% | +9.1% | -27.3% | -21.7% |
| 6M | -1.5% | +11.7% | -13.3% | -7.0% |
| YTD | -19.9% | +25.7% | -45.6% | -29.1% |
| 1Y | -14.5% | +24.9% | -39.4% | -24.1% |
| 3Y | +32.3% | +51.4% | -19.2% | +4.3% |
| 5Y | -1.1% | -1.9% | +0.8% | -4.1% |
| All | +625.7% | +215.7% | +410.0% | +390.5% |
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