+272.3%
UMAC vs EXR
+28.5%
+243.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.8% |
| 7D | -5.2% | -0.4% | -4.8% | -4.9% |
| 30D | -36.4% | +18.2% | -54.6% | -42.7% |
| 3M | -58.6% | +7.3% | -65.9% | -60.5% |
| 6M | -24.6% | +13.8% | -38.5% | -32.1% |
| YTD | -11.5% | +25.9% | -37.4% | -26.7% |
| 1Y | +16.9% | +25.8% | -8.9% | -3.7% |
| All | +272.3% | +28.5% | +243.8% | +232.0% |
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