+279.5%
UNP vs EXR
+149.6%
+129.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -2.0% | -6.9% | +4.9% | +0.1% |
| 3M | +7.5% | -7.8% | +15.3% | +10.1% |
| 6M | +15.3% | -4.9% | +20.2% | +16.8% |
| YTD | +25.4% | +7.2% | +18.3% | +22.5% |
| 1Y | +35.6% | -1.5% | +37.1% | +35.5% |
| 3Y | +44.1% | +22.3% | +21.9% | +32.9% |
| 5Y | +54.0% | -10.9% | +64.9% | +53.3% |
| All | +279.5% | +149.6% | +129.8% | +199.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling