+916.3%
UMC vs EXR
+2,662.2%
-1,746.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | +5.0% | -2.6% | +7.5% | +6.0% |
| 30D | +7.7% | -7.2% | +14.9% | +11.0% |
| 3M | +1.7% | -3.5% | +5.2% | +2.0% |
| 6M | +113.9% | -5.3% | +119.2% | +116.0% |
| YTD | +168.9% | +9.4% | +159.5% | +154.8% |
| 1Y | +207.2% | +1.3% | +205.9% | +199.3% |
| 3Y | +227.7% | +22.4% | +205.3% | +184.2% |
| 5Y | +118.0% | -12.2% | +130.3% | +112.8% |
| 10Y | +1,682.1% | +148.6% | +1,533.5% | +872.4% |
| All | +916.3% | +2,662.2% | -1,746.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling