+281.3%
URA vs EXR
+217.4%
+63.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | -10.8% | +18.8% | -29.6% | -14.8% |
| 3M | -25.5% | +9.9% | -35.4% | -27.4% |
| 6M | -41.2% | +12.6% | -53.8% | -43.3% |
| YTD | -21.3% | +26.5% | -47.8% | -26.3% |
| 1Y | -25.7% | +24.5% | -50.2% | -30.2% |
| 3Y | +43.1% | +52.4% | -9.4% | +23.7% |
| 5Y | +35.6% | -1.5% | +37.1% | +31.4% |
| 10Y | +281.3% | +216.0% | +65.3% | +202.2% |
| All | +281.3% | +217.4% | +63.9% | +202.2% |
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