+1,304.8%
UMC vs EXR
+215.7%
+1,089.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +17.8% | -1.2% | +19.0% | +18.1% |
| 30D | -29.6% | +18.3% | -47.9% | -31.9% |
| 3M | -18.4% | +9.1% | -27.4% | -19.8% |
| 6M | -0.1% | +11.7% | -11.9% | -3.0% |
| YTD | +104.0% | +25.7% | +78.3% | +93.1% |
| 1Y | +121.5% | +24.9% | +96.6% | +109.8% |
| 3Y | +135.0% | +51.4% | +83.6% | +110.7% |
| 5Y | +83.0% | -1.9% | +85.0% | +77.2% |
| All | +1,304.8% | +215.7% | +1,089.1% | +1,144.6% |
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