+75.4%
USAR vs EXR
+1.1%
+74.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.3% |
| 30D | -8.6% | -6.9% | -1.7% | -8.6% |
| 3M | -20.5% | -3.0% | -17.5% | -20.7% |
| 6M | +1.2% | -2.9% | +4.1% | +0.3% |
| YTD | +48.4% | +9.3% | +39.1% | +46.8% |
| 1Y | +30.6% | -0.9% | +31.6% | +28.5% |
| 3Y | +73.6% | +24.7% | +48.9% | +72.7% |
| All | +75.4% | +1.1% | +74.3% | +74.0% |
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