-7.4%
UL vs EXR
-0.3%
-7.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | +0.9% | -6.9% | +7.9% | +4.0% |
| 3M | +14.2% | -3.0% | +17.2% | +16.0% |
| 6M | -3.2% | -2.9% | -0.2% | -1.6% |
| YTD | -0.3% | +9.3% | -9.6% | -2.5% |
| All | -7.4% | -0.3% | -7.1% | -7.3% |
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