+204.5%
URI vs EXR
-1.8%
+206.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +6.7% | -0.4% | +7.2% | +7.0% |
| 30D | +8.9% | +18.2% | -9.3% | +0.7% |
| 3M | +0.5% | +7.3% | -6.8% | -2.9% |
| 6M | +20.7% | +13.8% | +6.8% | +12.9% |
| YTD | +40.0% | +25.9% | +14.1% | +24.8% |
| 1Y | +34.4% | +25.8% | +8.6% | +19.8% |
| 3Y | +149.5% | +53.7% | +95.8% | +96.5% |
| All | +204.5% | -1.8% | +206.3% | +189.6% |
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