+1,021.7%
UEC vs EXR
+151.1%
+870.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +5.6% | -6.9% | +12.5% | +8.4% |
| 3M | -5.7% | -3.0% | -2.7% | -5.4% |
| 6M | -8.0% | -2.9% | -5.1% | -7.6% |
| YTD | +1.8% | +9.3% | -7.5% | -2.0% |
| 1Y | +0.6% | -0.9% | +1.5% | 0.0% |
| 3Y | +155.2% | +24.7% | +130.5% | +118.5% |
| 5Y | +305.8% | -11.7% | +317.5% | +309.5% |
| All | +1,021.7% | +151.1% | +870.6% | +697.2% |
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