+657.4%
UMAC vs EXR
+10.3%
+647.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -3.0% |
| 7D | -3.4% | -1.2% | -2.3% | -2.7% |
| 30D | -15.1% | -6.2% | -8.9% | -11.8% |
| 3M | -10.8% | -7.4% | -3.4% | -8.1% |
| 6M | +15.7% | -0.5% | +16.2% | +13.3% |
| YTD | +80.1% | +8.1% | +72.1% | +64.0% |
| 1Y | +116.7% | -2.9% | +119.6% | +112.1% |
| All | +657.4% | +10.3% | +647.2% | +643.3% |
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