-13.0%
USAR vs EXR
+17.7%
-30.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.5% |
| 7D | -1.1% | +2.7% | -3.8% | -1.1% |
| 30D | -30.3% | +18.9% | -49.2% | -30.4% |
| 3M | -54.7% | +8.4% | -63.0% | -54.8% |
| 6M | -67.5% | +14.3% | -81.8% | -67.7% |
| YTD | -26.4% | +27.2% | -53.6% | -27.3% |
| 1Y | -49.5% | +25.9% | -75.5% | -50.2% |
| 3Y | -14.5% | +54.6% | -69.1% | -15.0% |
| All | -13.0% | +17.7% | -30.7% | -13.9% |
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