+216.1%
UNH vs EXR
+216.3%
-0.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +3.0% | +18.2% | -15.2% | -1.6% |
| 3M | +2.7% | +7.3% | -4.6% | +0.7% |
| 6M | +2.8% | +13.8% | -11.1% | -0.9% |
| YTD | +25.9% | +25.9% | -0.1% | +17.6% |
| 1Y | +25.8% | +25.8% | 0.0% | +17.6% |
| 3Y | -20.0% | +53.7% | -73.7% | -31.1% |
| 5Y | -2.8% | -1.8% | -1.1% | -5.5% |
| All | +216.1% | +216.3% | -0.2% | +114.3% |
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 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