+65.6%
UEC vs EXR
+1,446.1%
-1,380.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -6.9% | -2.6% | -4.4% | -6.1% |
| 30D | +7.6% | -7.2% | +14.8% | +10.4% |
| 3M | -18.4% | -3.5% | -14.9% | -17.9% |
| 6M | -23.3% | -5.3% | -18.0% | -22.1% |
| YTD | -1.2% | +9.4% | -10.5% | -4.5% |
| 1Y | +2.3% | +1.3% | +1.0% | +1.0% |
| 3Y | +162.3% | +22.4% | +139.9% | +132.9% |
| 5Y | +287.2% | -12.2% | +299.5% | +289.5% |
| 10Y | +1,009.6% | +148.6% | +861.0% | +660.8% |
| All | +65.6% | +1,446.1% | -1,380.5% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling