-22.4%
BX vs EXR
-2.8%
-19.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -2.4% |
| 7D | -5.7% | -3.1% | -2.6% | -4.2% |
| 30D | -8.9% | -7.5% | -1.4% | -5.4% |
| 3M | +8.4% | -7.5% | +15.9% | +12.4% |
| 6M | +18.9% | -5.2% | +24.1% | +21.2% |
| YTD | -13.6% | +6.5% | -20.1% | -15.6% |
| 1Y | -22.4% | -2.0% | -20.4% | -22.2% |
| All | -22.4% | -2.8% | -19.6% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling