+69.2%
ULTA vs EXR
+53.5%
+15.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +11.5% | +18.2% | -6.7% | +6.0% |
| 3M | +28.1% | +7.3% | +20.8% | +25.3% |
| 6M | +34.2% | +13.8% | +20.4% | +28.9% |
| YTD | +9.2% | +25.9% | -16.7% | +1.5% |
| 1Y | +23.7% | +25.8% | -2.1% | +15.0% |
| 3Y | +69.2% | +53.7% | +15.5% | +43.7% |
| All | +69.2% | +53.5% | +15.7% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling