+5.5%
URI vs EXR
+1.1%
+4.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -2.0% | -2.6% | +0.6% | -0.9% |
| 30D | -12.9% | -7.2% | -5.8% | -10.1% |
| 3M | -6.7% | -3.5% | -3.2% | -5.9% |
| 6M | +19.0% | -5.3% | +24.3% | +20.2% |
| YTD | +25.5% | +9.4% | +16.2% | +18.2% |
| 1Y | +5.5% | +1.3% | +4.2% | +3.3% |
| All | +5.5% | +1.1% | +4.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling