+124.9%
URA vs EXR
-11.8%
+136.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +1.1% | -2.6% | +3.6% | +1.8% |
| 30D | +7.4% | -7.2% | +14.6% | +9.7% |
| 3M | -8.4% | -3.5% | -4.9% | -7.9% |
| 6M | -12.7% | -5.3% | -7.4% | -11.7% |
| YTD | +7.8% | +9.4% | -1.6% | +4.5% |
| 1Y | +19.5% | +1.3% | +18.1% | +17.9% |
| 3Y | +116.4% | +22.4% | +94.0% | +93.2% |
| All | +124.9% | -11.8% | +136.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling