+1,798.0%
UMC vs EXR
+149.6%
+1,648.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | +11.4% | -3.2% | +14.6% | +12.0% |
| 30D | +16.8% | -6.9% | +23.7% | +18.3% |
| 3M | +19.1% | -7.8% | +26.9% | +20.3% |
| 6M | +137.4% | -4.9% | +142.3% | +138.0% |
| YTD | +186.4% | +7.2% | +179.2% | +179.6% |
| 1Y | +229.1% | -1.5% | +230.6% | +226.6% |
| 3Y | +257.9% | +22.3% | +235.6% | +234.8% |
| 5Y | +137.5% | -10.9% | +148.5% | +135.7% |
| All | +1,798.0% | +149.6% | +1,648.3% | +1,617.9% |
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