+45.5%
UNP vs EXR
+69.9%
-24.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -4.6% | +5.2% | -9.8% | -6.0% |
| 30D | +5.6% | +20.9% | -15.2% | -0.1% |
| 3M | -1.3% | +7.7% | -9.0% | -3.5% |
| 6M | +9.2% | +13.2% | -3.9% | +5.1% |
| YTD | +27.3% | +26.5% | +0.9% | +18.5% |
| 1Y | +35.9% | +27.2% | +8.7% | +26.3% |
| 3Y | +45.5% | +71.5% | -26.1% | +26.8% |
| All | +45.5% | +69.9% | -24.4% | +26.8% |
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 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