+109.7%
UL vs EXR
+216.3%
-106.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.1% | -0.4% | +1.6% | +1.2% |
| 30D | +4.5% | +18.2% | -13.7% | +0.1% |
| 3M | +6.5% | +7.3% | -0.9% | +4.5% |
| 6M | +18.2% | +13.8% | +4.3% | +14.2% |
| YTD | +4.7% | +25.9% | -21.2% | -1.4% |
| 1Y | +0.8% | +25.8% | -25.0% | -5.1% |
| 3Y | +35.9% | +53.7% | -17.8% | +20.0% |
| 5Y | +33.4% | -1.8% | +35.2% | +29.6% |
| All | +109.7% | +216.3% | -106.6% | +42.9% |
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