+1,340.7%
URI vs EXR
+221.5%
+1,119.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -9.8% | +5.2% | -15.0% | -11.6% |
| 30D | +1.7% | +20.9% | -19.1% | -5.7% |
| 3M | -9.1% | +7.7% | -16.8% | -11.9% |
| 6M | +9.9% | +13.2% | -3.3% | +4.1% |
| YTD | +31.2% | +26.5% | +4.7% | +18.8% |
| 1Y | +25.9% | +27.2% | -1.3% | +13.7% |
| 3Y | +147.4% | +71.5% | +75.8% | +95.6% |
| 5Y | +179.7% | +0.4% | +179.4% | +166.3% |
| All | +1,340.7% | +221.5% | +1,119.2% | +938.2% |
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