+866.0%
BX vs EXR
+1,943.6%
-1,077.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | -16.3% | +9.9% | -26.2% | -20.7% |
| 6M | +2.5% | +12.6% | -10.1% | -4.4% |
| YTD | -17.6% | +26.5% | -44.1% | -28.5% |
| 1Y | -12.4% | +24.5% | -36.9% | -23.4% |
| 3Y | +36.2% | +52.4% | -16.2% | +3.1% |
| 5Y | +3.0% | -1.5% | +4.5% | -0.7% |
| 10Y | +680.0% | +216.0% | +464.0% | +249.8% |
| All | +866.0% | +1,943.6% | -1,077.6% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling