+54.7%
UDR vs EXR
+217.4%
-162.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | -1.8% | -1.1% | -0.6% | -1.1% |
| 30D | +7.9% | +18.8% | -10.8% | -2.5% |
| 3M | -0.8% | +9.9% | -10.7% | -6.3% |
| 6M | 0.0% | +12.6% | -12.7% | -7.0% |
| YTD | +3.7% | +26.5% | -22.8% | -10.5% |
| 1Y | +8.5% | +24.5% | -16.0% | -5.5% |
| 3Y | +26.6% | +52.4% | -25.8% | -5.4% |
| 5Y | -20.2% | -1.5% | -18.7% | -23.8% |
| 10Y | +54.7% | +216.0% | -161.2% | -28.0% |
| All | +54.7% | +217.4% | -162.7% | -28.0% |
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