+293.8%
UNP vs EXR
+215.3%
+78.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -3.3% | +2.7% | -5.9% | -4.0% |
| 30D | +6.7% | +18.9% | -12.2% | +1.2% |
| 3M | +1.8% | +8.4% | -6.6% | -0.7% |
| 6M | +13.3% | +14.3% | -1.0% | +8.6% |
| YTD | +30.3% | +27.2% | +3.1% | +20.7% |
| 1Y | +36.9% | +25.9% | +11.0% | +27.2% |
| 3Y | +50.9% | +54.6% | -3.7% | +29.7% |
| 5Y | +37.9% | -0.6% | +38.5% | +32.8% |
| 10Y | +293.8% | +208.5% | +85.3% | +197.8% |
| All | +293.8% | +215.3% | +78.5% | +197.8% |
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 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