+52.2%
UNP vs EXR
-11.8%
+64.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -5.3% | -2.6% | -2.8% | -4.6% |
| 30D | -1.5% | -7.2% | +5.6% | +0.7% |
| 3M | +10.3% | -3.5% | +13.8% | +11.4% |
| 6M | +9.7% | -5.3% | +15.0% | +11.2% |
| YTD | +27.1% | +9.4% | +17.7% | +23.3% |
| 1Y | +32.6% | +1.3% | +31.3% | +31.3% |
| 3Y | +40.0% | +22.4% | +17.6% | +28.6% |
| All | +52.2% | -11.8% | +64.0% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling