+276.1%
URA vs EXR
+205.9%
+70.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +0.3% | +1.7% | -1.4% | -0.2% |
| 30D | -14.8% | +18.0% | -32.8% | -18.5% |
| 3M | -25.3% | +9.7% | -35.0% | -27.2% |
| 6M | -39.9% | +13.4% | -53.4% | -42.2% |
| YTD | -22.4% | +26.3% | -48.7% | -27.3% |
| 1Y | -29.0% | +27.6% | -56.5% | -33.7% |
| 3Y | +41.0% | +52.2% | -11.2% | +21.9% |
| 5Y | +38.3% | -1.1% | +39.4% | +33.9% |
| 10Y | +276.1% | +216.8% | +59.2% | +198.1% |
| All | +276.1% | +205.9% | +70.2% | +198.1% |
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