-11.8%
UNH vs EXR
+23.6%
-35.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -1.5% | -6.9% | +5.4% | -0.6% |
| 3M | -0.8% | -3.0% | +2.1% | -0.5% |
| 6M | +41.8% | -2.9% | +44.8% | +42.2% |
| YTD | +23.1% | +9.3% | +13.8% | +21.4% |
| 1Y | +28.5% | -0.9% | +29.5% | +28.0% |
| 3Y | -11.8% | +24.7% | -36.5% | -10.5% |
| All | -11.8% | +23.6% | -35.4% | -10.5% |
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