+115.0%
UMC vs EXR
+28.1%
+87.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -1.1% |
| 7D | -14.7% | +11.3% | -25.9% | -11.9% |
| 30D | -32.9% | +21.2% | -54.0% | -29.3% |
| 3M | -22.2% | +8.7% | -30.9% | -20.0% |
| 6M | +25.9% | +18.2% | +7.7% | +27.2% |
| YTD | +107.9% | +27.9% | +80.0% | +106.5% |
| 1Y | +115.0% | +28.3% | +86.7% | +114.7% |
| All | +115.0% | +28.1% | +87.0% | +114.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling