+134.2%
UMC vs EXR
+53.5%
+80.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +11.2% | -0.4% | +11.6% | +11.2% |
| 30D | -28.0% | +18.2% | -46.3% | -29.5% |
| 3M | -20.5% | +7.3% | -27.9% | -21.2% |
| 6M | -1.6% | +13.8% | -15.4% | -4.2% |
| YTD | +99.4% | +25.9% | +73.4% | +89.3% |
| 1Y | +120.4% | +25.8% | +94.6% | +109.2% |
| 3Y | +134.2% | +53.7% | +80.5% | +108.3% |
| All | +134.2% | +53.5% | +80.7% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling