+376.7%
URA vs EXR
+147.0%
+229.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +8.1% | -0.7% | +8.8% | +8.3% |
| 30D | +5.8% | -6.9% | +12.7% | +7.7% |
| 3M | +3.4% | -3.0% | +6.4% | +3.8% |
| 6M | -2.6% | -2.9% | +0.3% | -2.2% |
| YTD | +11.2% | +9.3% | +1.9% | +8.3% |
| 1Y | +19.8% | -0.9% | +20.8% | +19.3% |
| 3Y | +121.5% | +24.7% | +96.8% | +102.2% |
| 5Y | +134.5% | -11.7% | +146.1% | +134.1% |
| 10Y | +376.7% | +148.4% | +228.3% | +294.2% |
| All | +376.7% | +147.0% | +229.7% | +294.2% |
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