+41.0%
BX vs EXR
+53.9%
-12.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.5% |
| 7D | +3.3% | +2.7% | +0.6% | +1.8% |
| 30D | +9.6% | +18.9% | -9.4% | -0.3% |
| 3M | -8.7% | +8.4% | -17.0% | -12.6% |
| 6M | +2.2% | +14.3% | -12.1% | -5.1% |
| YTD | -16.2% | +27.2% | -43.5% | -26.8% |
| 1Y | -11.5% | +25.9% | -37.4% | -22.3% |
| 3Y | +41.0% | +54.6% | -13.6% | +6.3% |
| All | +41.0% | +53.9% | -12.9% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling