+290.4%
UMAC vs EXR
+28.2%
+262.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -6.1% |
| 7D | +10.1% | -1.2% | +11.3% | +10.9% |
| 30D | -39.1% | +18.3% | -57.4% | -45.2% |
| 3M | -56.2% | +9.1% | -65.3% | -58.6% |
| 6M | -16.2% | +11.7% | -28.0% | -23.5% |
| YTD | -7.1% | +25.7% | -32.8% | -23.1% |
| 1Y | +10.3% | +24.9% | -14.7% | -8.6% |
| All | +290.4% | +28.2% | +262.2% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling