+281.2%
URA vs EXR
+221.5%
+59.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -4.1% | +5.2% | -9.3% | -5.4% |
| 30D | -19.0% | +20.9% | -39.9% | -23.0% |
| 3M | -25.1% | +7.7% | -32.8% | -26.7% |
| 6M | -44.5% | +13.2% | -57.7% | -46.5% |
| YTD | -24.3% | +26.5% | -50.8% | -29.1% |
| 1Y | -28.1% | +27.2% | -55.3% | -32.8% |
| 3Y | +40.7% | +71.5% | -30.9% | +17.4% |
| 5Y | +35.5% | +0.4% | +35.1% | +30.8% |
| All | +281.2% | +221.5% | +59.7% | +206.9% |
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