+92.6%
UAL vs EXR
+221.5%
-128.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | +8.2% | +5.2% | +3.0% | +6.1% |
| 30D | +2.3% | +20.9% | -18.5% | -5.0% |
| 3M | -12.7% | +7.7% | -20.4% | -15.2% |
| 6M | +12.7% | +13.2% | -0.5% | +7.1% |
| YTD | +0.8% | +26.5% | -25.7% | -8.1% |
| 1Y | +17.8% | +27.2% | -9.4% | +7.0% |
| 3Y | +206.7% | +71.5% | +135.2% | +143.7% |
| 5Y | +113.9% | +0.4% | +113.5% | +102.9% |
| All | +92.6% | +221.5% | -128.9% | +38.2% |
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 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