+25.2%
USAR vs EXR
-0.3%
+25.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -8.6% | -6.9% | -1.7% | -6.6% |
| 3M | -20.5% | -3.0% | -17.5% | -21.8% |
| 6M | +1.2% | -2.9% | +4.1% | -3.0% |
| YTD | +48.4% | +9.3% | +39.1% | +23.3% |
| All | +25.2% | -0.3% | +25.6% | +9.6% |
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 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