+25.4%
UEC vs EXR
+69.9%
-44.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.9% |
| 7D | -10.2% | +5.2% | -15.4% | -10.8% |
| 30D | -26.9% | +20.9% | -47.8% | -28.6% |
| 3M | -35.7% | +7.7% | -43.4% | -36.3% |
| 6M | -56.1% | +13.2% | -69.3% | -57.0% |
| YTD | -40.8% | +26.5% | -67.2% | -42.4% |
| 1Y | -43.4% | +27.2% | -70.6% | -44.9% |
| 3Y | +25.4% | +71.5% | -46.2% | +26.1% |
| All | +25.4% | +69.9% | -44.5% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling