+631.6%
UEC vs EXR
+205.9%
+425.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.6% |
| 7D | -5.2% | +1.7% | -6.9% | -5.8% |
| 30D | -22.0% | +18.0% | -40.0% | -26.9% |
| 3M | -37.0% | +9.7% | -46.6% | -39.3% |
| 6M | -52.7% | +13.4% | -66.2% | -55.4% |
| YTD | -38.6% | +26.3% | -64.9% | -44.3% |
| 1Y | -44.6% | +27.6% | -72.1% | -50.0% |
| 3Y | +27.1% | +52.2% | -25.0% | +0.3% |
| 5Y | +37.9% | -1.1% | +39.0% | +33.0% |
| 10Y | +631.6% | +216.8% | +414.8% | +372.9% |
| All | +631.6% | +205.9% | +425.8% | +372.9% |
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