+538.3%
UL vs EXR
+2,662.2%
-2,123.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -1.3% | -2.6% | +1.2% | -0.7% |
| 30D | +0.5% | -7.2% | +7.7% | +2.4% |
| 3M | +17.6% | -3.5% | +21.1% | +18.7% |
| 6M | -5.4% | -5.3% | -0.1% | -4.1% |
| YTD | +0.7% | +9.4% | -8.6% | -1.7% |
| 1Y | -9.3% | +1.3% | -10.6% | -9.8% |
| 3Y | +24.5% | +22.4% | +2.1% | +16.0% |
| 5Y | +23.2% | -12.2% | +35.4% | +22.3% |
| 10Y | +64.5% | +148.6% | -84.1% | +20.5% |
| All | +538.3% | +2,662.2% | -2,123.9% | +135.6% |
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