+556.2%
UL vs EXR
+3,094.9%
-2,538.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +1.1% | +5.2% | -4.1% | -0.2% |
| 30D | +8.2% | +20.9% | -12.6% | +3.1% |
| 3M | +4.5% | +7.7% | -3.2% | +2.5% |
| 6M | +12.6% | +13.2% | -0.6% | +9.0% |
| YTD | +3.5% | +26.5% | -23.0% | -2.7% |
| 1Y | -0.4% | +27.2% | -27.6% | -6.6% |
| 3Y | +36.0% | +71.5% | -35.5% | +16.2% |
| 5Y | +30.9% | +0.4% | +30.6% | +25.6% |
| 10Y | +97.5% | +225.2% | -127.6% | +35.2% |
| All | +556.2% | +3,094.9% | -2,538.7% | +133.1% |
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