+562.3%
UL vs EXR
+3,114.4%
-2,552.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +7.0% | +18.9% | -12.0% | +2.3% |
| 3M | +5.8% | +8.4% | -2.6% | +3.6% |
| 6M | +16.1% | +14.3% | +1.8% | +12.1% |
| YTD | +4.5% | +27.2% | -22.8% | -2.0% |
| 1Y | -1.3% | +25.9% | -27.2% | -7.2% |
| 3Y | +35.0% | +54.6% | -19.7% | +18.7% |
| 5Y | +31.9% | -0.6% | +32.5% | +26.9% |
| 10Y | +99.3% | +208.5% | -109.3% | +38.3% |
| All | +562.3% | +3,114.4% | -2,552.1% | +134.9% |
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 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