+145.3%
UMC vs EXR
-13.9%
+159.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.6% |
| 7D | +13.6% | -3.1% | +16.7% | +14.4% |
| 30D | +20.8% | -7.5% | +28.3% | +23.0% |
| 3M | +16.1% | -7.5% | +23.6% | +17.5% |
| 6M | +137.3% | -5.2% | +142.5% | +138.0% |
| YTD | +193.8% | +6.5% | +187.2% | +184.0% |
| 1Y | +236.1% | -2.0% | +238.1% | +232.4% |
| 3Y | +267.1% | +21.5% | +245.6% | +228.9% |
| 5Y | +145.3% | -11.5% | +156.8% | +161.0% |
| All | +145.3% | -13.9% | +159.1% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling