+30.7%
URA vs EXR
-2.2%
+32.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | +4.5% | -1.2% | +5.7% | +4.8% |
| 30D | -13.4% | +18.3% | -31.7% | -17.5% |
| 3M | -28.4% | +9.1% | -37.5% | -30.2% |
| 6M | -40.5% | +11.7% | -52.2% | -42.6% |
| YTD | -24.3% | +25.7% | -50.0% | -29.4% |
| 1Y | -28.8% | +24.9% | -53.7% | -33.6% |
| 3Y | +37.6% | +51.4% | -13.8% | +15.0% |
| 5Y | +30.7% | -1.9% | +32.6% | +14.5% |
| All | +30.7% | -2.2% | +32.8% | +14.5% |
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