+43.7%
UPS vs EXR
+205.9%
-162.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +17.4% | +18.0% | -0.6% | +11.1% |
| 3M | +7.7% | +9.7% | -1.9% | +4.4% |
| 6M | +13.8% | +13.4% | +0.4% | +8.8% |
| YTD | +17.3% | +26.3% | -9.0% | +8.1% |
| 1Y | +27.2% | +27.6% | -0.4% | +16.8% |
| 3Y | -5.6% | +52.2% | -57.8% | -19.3% |
| 5Y | -33.5% | -1.1% | -32.5% | -36.0% |
| 10Y | +43.7% | +216.8% | -173.1% | +1.9% |
| All | +43.7% | +205.9% | -162.2% | +1.9% |
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 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