-31.0%
URA vs EXR
+1,307.1%
-1,338.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +1.1% | -2.6% | +3.6% | +2.0% |
| 30D | +7.4% | -7.2% | +14.6% | +10.2% |
| 3M | -8.4% | -3.5% | -4.9% | -7.7% |
| 6M | -12.7% | -5.3% | -7.4% | -11.4% |
| YTD | +7.8% | +9.4% | -1.6% | +4.0% |
| 1Y | +19.5% | +1.3% | +18.1% | +17.8% |
| 3Y | +116.4% | +22.4% | +94.0% | +92.1% |
| 5Y | +134.3% | -12.2% | +146.5% | +132.8% |
| 10Y | +359.3% | +148.6% | +210.7% | +176.8% |
| All | -31.0% | +1,307.1% | -1,338.1% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling