+50.0%
UDR vs EXR
+216.3%
-166.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -0.4% | -0.4% | +0.1% | -0.1% |
| 30D | +7.8% | +18.2% | -10.5% | -2.4% |
| 3M | -2.8% | +7.3% | -10.1% | -6.9% |
| 6M | -1.4% | +13.8% | -15.3% | -8.9% |
| YTD | +3.4% | +25.9% | -22.5% | -10.5% |
| 1Y | +9.9% | +25.8% | -15.9% | -4.9% |
| 3Y | +28.5% | +53.7% | -25.2% | -4.5% |
| 5Y | -20.5% | -1.8% | -18.7% | -24.0% |
| All | +50.0% | +216.3% | -166.3% | -29.1% |
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