+100.2%
UAL vs EXR
+215.3%
-115.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.5% |
| 7D | +10.2% | +2.7% | +7.5% | +9.1% |
| 30D | +12.0% | +18.9% | -6.9% | +4.7% |
| 3M | -7.1% | +8.4% | -15.4% | -9.9% |
| 6M | +20.9% | +14.3% | +6.6% | +14.5% |
| YTD | +7.7% | +27.2% | -19.6% | -2.1% |
| 1Y | +23.6% | +25.9% | -2.4% | +12.7% |
| 3Y | +222.6% | +54.6% | +167.9% | +166.9% |
| 5Y | +127.9% | -0.6% | +128.6% | +116.9% |
| 10Y | +100.2% | +208.5% | -108.3% | +44.6% |
| All | +100.2% | +215.3% | -115.1% | +44.6% |
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