+1,488.1%
UNH vs EXR
+2,662.2%
-1,174.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +1.1% | -2.6% | +3.6% | +1.8% |
| 30D | -3.8% | -7.2% | +3.4% | -1.7% |
| 3M | +0.7% | -3.5% | +4.2% | +1.7% |
| 6M | +37.9% | -5.3% | +43.2% | +39.6% |
| YTD | +21.9% | +9.4% | +12.6% | +18.2% |
| 1Y | +31.4% | +1.3% | +30.1% | +30.1% |
| 3Y | -11.4% | +22.4% | -33.8% | -19.2% |
| 5Y | +2.5% | -12.2% | +14.8% | +1.2% |
| 10Y | +242.9% | +148.6% | +94.3% | +137.7% |
| All | +1,488.1% | +2,662.2% | -1,174.1% | +392.8% |
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