-9.3%
UL vs EXR
+1.1%
-10.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | -1.3% | -2.6% | +1.2% | -0.3% |
| 30D | +0.5% | -7.2% | +7.7% | +3.6% |
| 3M | +17.6% | -3.5% | +21.1% | +19.6% |
| 6M | -5.4% | -5.3% | -0.1% | -3.1% |
| YTD | +0.7% | +9.4% | -8.6% | -1.3% |
| 1Y | -9.3% | +1.3% | -10.6% | -9.5% |
| All | -9.3% | +1.1% | -10.3% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling